mj affects different users in different ways. some sativas make users sleep, or have heart palpitations.
health, mental and physical, rx, drug habits, time of day, lifestyle, diet, etc all play parts in this, then someday those effects change again even.
I used to get anxiety from my purchased weed sometimes..thing is.....has not happened yet in my own garden with hundreds of different strains sampled from pure sativa to pure indica.
Short answer is= the best weed for anxiety and depression is the weed you grow yourself making sure to provide every needed resource that plant needs with strict controls and love.