Helping your children means you need to help yourself first. Please check out The Limbic System and The Daily Program. You can practice the breathing and Qi-Gong with your children. 

Here is a link to a series of videos that help manage small Children in Distress. 

http://anxietybc.ca

http://keltymentalhealth.ca

http://anxietycanada.com/MindShift-CBT

http://foundrybc.ca

Recommended books for children: https://www.huffingtonpost.ca/entry/books-anxiety-parents-kids_l_5c93c5fde4b093dbd8193cd8

There are many resources on this website to help for anxiety and stress. Step 2 is very important. Also have a look at Stress Anxiety and PTSD and Complex PTSD. 

Medications can help depression. They have a small risk of increased suicide thoughts, but children who really need antidepressants are safer taking them than not taking them. A number of years ago when we discovered this risk of suicidal thoughts with anti-depressants, we stopped using them in children and for the next couple of years, the rates of completed suicides skyrocketed all over the world and we went back to using them. 

Medications.