The fact you have depression/anxiety and have managed to turn going to the gym into a habit is impressive, tell me your secret!
I sing choral music (I'm a soprano) in a couple of choirs. Summertime can be rough as during the rest of the year I'm busy a few nights a week but they break up for the summer holidays which isn't great for my mental health.
I also do jigsaw puzzles - started during lockdown and it's good to be able to do something manual rather than screen based. Calming too.
Also just started crochet, making a baby blanket for my incoming niece. Not very good at it but hoping the baby won't care.
Otherwise I go to comedy shows regularly and try to read as much as I can.