I suggest maybe looking for work with an interesting business that isn't as well known - one that doesn't have weird, abstract puzzles during the interview process. A place where you can build your confidence, rather than be a cog in a multinational machine.
As for the depression/anxiety. You sound like you are over thinking things. Criticising elements of your life, rather than accepting them. The lack of confidence from your job will be making it worse. Read about mindfulness, it's a collection of techniques that teaches you to look at your surroundings in vivid detail without making judgements, and to just sit down without thoughts running through your head. The depression and anxiety will slowly fade away as you get used to thinking in a standard fashion.