This has nothing to do with diet but you should check out Dr. Joe Dispenza's work on how we memorize emotions and our body becomes the mind and, more importantly, how to un-memorize these survivial emotions that have become our chronic state of being.
I read two of this books, which I highly recommend:
1. Breaking the Habit of Being Yourself (How to Lose Your Mind and Create a New One)
2. You Are the Placebo (Making Your Mind Matter)
www.drjoedispenza.comThis is what has helped me finally overcome a 30-year debilitating panic disorder. Prior to Dr. Joe, I had done everything people with chronic anxiety are supposed to do: CBT, talk therapy, medication, various relaxation techniques, diet changes (food/mood), etc etc. Some of these things helped, some didn't, but it's Dr. Joe's work that finally "cured" me.
Even though my main problem was anxiety/panic, I also suffered frequent bouts of depression.
You can find Dr. Joe videos/interviews on Youtube if you want to check him out before you buy anything of his.