As someone with generalized anxiety, agoraphobia and mild depression – AND highly intuitive. I can say honestly, usually the anxiety comes with other symptoms. For me anxiety manifests as IBS-with-D, jittery, sweating, and racing thoughts. Depression and self-confidence issues, sometimes they get the best of me but once I become mindful of them, I can usually quell them and move on.
Intuition is more of an instant feeling or thought. It isn’t something I ruminate on. It is very sudden and feels clear/pure if you will. Intuition doesn’t require thought. So when I am thinking a lot (like I typically do) I know it is mostly just my overactive brain.
Mindfulness can help bring you out of that depressed, down on yourself place.
I recently have been getting into guided imagery / hypnosis that I listen to in bed while I sleep and I am finding that is helpful.