How do I gain weight?

Pls do not listen anyone's advise here. Kindly consult a dietician. Everyone's bmi and biology is different.

Eat banana with yogurt daily in the morning,prefer non vegetarian food ,high calorie foods may help you lot.

Muscles are heavier than muscles, So try going to the gym and chug some protein shake. Try to be more muscular.

Try too be happy and eat a good diet , have lots of milk that helps to some extent

If only I could give you some of my fat it would have helped me better.

Try to be happy and truly feel happy inside as you have mentioned that depression and anxiety took your appetite. Feed your soul first with positivity before feeding your body. If you are emotionally down, chances are there's no way for you to gain weight since you will lose the appetite of eating when you feel gloomy and sad. So that's it. Feed your soul with positivity and right after, feed your body with something healthy. I hope this will work. =)

Was there something that happened in your life that caused your severe depression and anxiety?

You need to overcome your depression and anxiety. I have depression and anxiety too but I eat a lot because of it. Find enjoyment in eating and hope you gain weight soon