*Hugs* to you. Anxiety and depression stink...but scheduling an appointment with a therapist is a HUGE step that many people never work up the courage to take. That is worth acknowledging and celebrating.
Some strategies that help me when my anxiety gets out of whack: sit outside in fresh air near plants/ greenery for a bit, do deep breathing for 3 minutes, take a short nap.
The breathing is especially good because it can be done anywhere, anytime. I'm no doctor and am not qualified to tell people the "right" way to breathe, but I find it helpful when I breathe in for a count of seven, hold the breath for a count of four, and exhale for a count of eight. (According to my therapist this type of breathing seems to work best when you exhale slightly longer than you inhaled). This type of breathing has helped me calm down before going into potentially stressful situations.