I agree 100% with all the comments about exercising. I'm overweight, labeled as being depressed and anxious like you, and I found that when I exercise regularly, I, amazingly, feel more confident. Where I used to walk around and think everyone was looking at me and judging me for something or another, after I began exercising, I would actually feel like people were looking at me in a 'good' way.
What also helps me is to think about things before they happen. For example, if you were going in to a job interview, you tell yourself the worst possible outcome that could happen. What if I walk in, sit down, and my pants rip, or a sneeze and have snot all over my shirt, or I make a dumb joke that the interview doesn't think is at all funny, what then? If I think about all the negative outcomes beforehand, I usually end up just laughing at them and thinking, "Well, if it happens, it happens."
I hope this helps you a little bit
