I know you said no gyms, but a few sessions with a personal trainer at a gym isn’t a terrible idea. The PT will give you a realistic plan to get started. Some goals to keep you on track, and they’ll be that important role of the person checking in on your progress, and appointments you need to keep. Yeah, it’s all a bit of self-delusion… you can get most of this from the web for free, but sometimes having another person to push you is hugely helpful.

Also, pick up basketball, hockey, soccer/football, and rugby are fantastic exercise that feel like the chore of exercising because they’re a game. If you like cycling, there’s likely a local group or two you can join for long weekend rides.

I can’t speak to the anxiety and depression, so my advice might not be good advice for you.