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.
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.