nothing helps my depression?

Since childhood I've been moody. I was abused from my father who I don't remember and never knew, had no intimate connection with my mother until recently (I'm 21), and was emotionally and sometimes physically abused by her. I have depression and anxiety. I have mood issues. I simmer in my moodiness and I makes it worse and  I'm like a pouty toddler.
Pills didn't help. Tried for a long time. Diet and exercise hasn't helped. Counseling didn't help, it's not severe enough for serious therapy either. Tried eating clean. Yoga. Weight lifting. Relationships failed. I have so much stress in my life and hardly have time to eat. What do I do? 
edit: I'm not religious anymore. But thank you...