Anxiety Help?

I'm only 12 and I have horrible anxiety. I'm going to therapy right now but it doesn't seem to be helping and I want to do stuff like sports and theatre but my anxiety gets in the way with even things like hitting the baseball in gym class and I don't know what to do about it. Every tip people have given me does not work at all and I'm stuck with nothing. Also the fact that I'm on and off with depression doesn't help either because it's hard to juggle both (thankfully I'm on summer break because school gets a bit much). Any tips/thoughts?