Advice?

Okay so Im a self harmer and have depression and lately been developing many symptoms of anxiety and all that. I am in counseling for my depression and I am waiting for an evaluation to put me on meds for it. I talked to my counselor briefly about the anxiety thing, thinking maybe the panic attacks I had were just a one time thing. And I only go every other week to counseling. I don't know what to do about my anxiety and my depression isn't helping me in any way. Any advice while I wait for meds and my next appointment?