Anxiety is a state of fear or worry about what might happen in the future, while depression is a state of lamenting over the current state of things including things that have already transpired that led to the current state. In other words, anxiety is future-based and depression is past-present based.
The most important aspect, I believe, is to realize that the key to defeating both of these negative mental and emotional states lies in the realization that they are not the result of external circumstances, but of our reaction, perception, and interpretation of those circumstances. If we could change our perspective, we could eliminate anxiety and depression, even though we may still have to experience certain unavoidable physical circumstances. If we accept the premise that changing our perspective is out of our control, then we are doomed to suffer not only the physical circumstances, but also the mental and emotional components experienced as anxiety and depression. I believe that some practices in psychology actually tend to foster the expression of these negative mental states rather than encouraging us to transcend them by changing our perspective to one that is not only more powerful, but also more aligned with reality.
I don't know if they make you twitch or not. Regardless, experiencing anxiety and depression by themselves is terrible, so eliminating them should be the top priority. If the twitching happens to go away also, that's just an added benefit.