Hey man that sounds great! I've personally tried a lot of "indirect" approaches myself and haven't had much luck...eating right, consistent intense exercise, getting a furry companion, etc.
One thing is that I've found also is that you can kind of do a sort of "self therapy" with particular kinds of books. Not vague self help books, but books with actual research behind them. This one in particular was recommended to me:
https://www.amazon.com/Dialectical-Behavior-Therapy-Skills-Workbook/
Now, I get that this particular therapy modality is not for everyone or every kind of issue. And I recognize that not everyone enjoys this rigid approach. But I've become desperate for something with research behind it that has the potential to help.
I sought out a specific therapist with this modality recently and interviewed/grilled her on the intake session. I was happy to hear her bring up this book unprompted and she said she goes through the program in the same rigid way.
I'm probably going to be dropping my current "talk therapist" for her, but we'll see how things progress. Luckily I have the "luxury" right now with taking a few sessions with each before I decide.
BUT the point is that this book is designed in a way that it can also be used alone and not necessarily guided by a specific mental health professional.
Good luck out there, man.