When you do not know any personal details about who you are discussing subjects , it best to try to explain with basic simplicity firstly before building the bigger picture . Yes these things may come across as mundane to yourself but I assure you it can seem complex to others .
You say you are a cognitive behavioural therapist so I will switch my N.R.F to consider this frame . In doing so , I will explain to you that anxiety is the bio-electrics of the human body , the electrical stimulus being the cause of what an anxiety sufferer feels in the stomach area . Of course the sufferers N.R.F is affected by this because bio-electrics also arises in other situations and/or states . As a consequence of this , a sufferers N.R.F will go into overdrive , over processing information because of neurological chaos .
You asked about MH , I gave you the causality of anxiety although there is multiple sub sections on the subject I could go into .
Depression , doesn't actually exist , this is a term we use when N.R.F's are being honest with themselves .
Example - I lost my job I am feeling depressed .
The N.R.F knows we need money to survive and it is just being honest to itself .
Again the subject is extensive with lots of sub sections .