Need to see a therapist but have no job and no medical insurance?!?

You might qualify for SSI, if the depression and anxiety is making you unable to work. That would give you some health insurance to see a doctor, too, though the insurance that comes with that isn't very good. If you did qualify for it, then you could see a doctor, who might help you get things under control, and eventually get a job with better health insurance. =) Or if Utah was the cause, maybe you could see about moving?