Actually, there is not much fancy beyond a super strengthening of one's self.
First, work on you.
Find a hobby you can lose yourself in for 30 minutes or an hour a day -- the kind where you forget you are breathing, forget you are alive, and you almost have out-of-body experiences. Woodworking is a good one.
Dig into the depression and anxiety, and search back for what the causes are. You don't need a psychiatrist for this if you are smart, and capable, and not in denial. REALLY start to deal with your own interior self; figure out why you drink and smoke so much, what triggered that, learned, in the words of "The most interesting man alive" what you were NOT good at, and then didn't do that thing"...
Get your unified self together.
Second, work on the body.
Caveman that diet. You're right, it's an important clarification of some things I've been thinking. Here's my plan of attack:
1. Have daily exercise (do all these three - cardiovascular, strength and flexibility)
2. Shift to gluten-free diet (you may need a dietitian for this)
3. Focus on a hobby that is sustainable (in terms of cost)
4. Practice mindfulness or focus on the present moment (Eckhart Tolle etc.)
5. Establish friendships in your area or work place through activities such as Meet ups, Toastmasters, Improvement etc.
I am sure that with the implementation of the above your life would significantly improve.