Hi there,
As another user has already said, can we ask why you don't feel you are able to go to a doctor to get help? There's lots of options to treat depression. Diagnosis isn't usually a long and difficult process now. General practitioners are more equipped to deal with mental health problems today, and can sometimes diagnose depression and anxiety themselves in a short session. You may also be able to have talking therapies alongside or instead of medication.
As far as I know, you are not able to purchase anti depressant medication over the counter. You can purchase some herbal remedies like St. John's Wort over the counter but the effectiveness of these products is questionable and some that are sold in independent stores are not safe to use.
I can however suggest some self help strategies to help you cope with stress and anxiety if you don't want to or cannot get help from a professional:
1. Develop a stress tool kit box - think of a few activities you can do when you feel stressed that will provide a distraction/an outlet from the feeling. Pick things you enjoy!
2. Breathing exercises - deep breathing and meditation really helps me. You can download free apps to your phone to help you get started with these things. I downloaded one called HeadSpace to get me started. You do have to pay for some programmes but the trial period (ten days) is free.
3. Reframe problems - rethink the problems. Try to see things in a more positive light. For example, rather than worrying and panicking about starting a new job, see it is an experience you likely will make mistakes during but remember that you can learn and gain new skills from those mistakes.
4. Self care - eat well and eat regularly, and get plenty of sleep. Physical activity can also help. You don't have to run marathons, remember that any exercise is better than no exercise at all
5. Talk it out - talk to friends and family members about how you feel. Even if they can't offer solutions, it's good to be able to let the feelings out of your system a bit. If you can't talk to others, perhaps you could write your feelings down every so often instead?
Take care.
Honey