You have plenty of company in the worry department, and it's true that toddlers often go through a picky eating phase. For any depression, good food (with variety), fresh air, sunshine and exercise all help. Taking an afternoon walk with your son may help you feel better. Positive affirmations can also help. Positive affirmations do not have the words "not" or "try" in them. So "don't forget" is negative, while "remember" is positive.
My suggestions should not interfere with any other treatment. I hope there is improvement soon. Have you talked with a therapist about the depression and anxiety?