The term "could have" should be removed from the English language. There's nothing that could've been done differently. It's impossible to change past things because everything happens in the present moment, otherwise it would break the time continuum. The past cannot be changed because it doesn't exist in the present, and in the past we didn't have the insight we have right now, therefore we couldn't've (could have not) made different choices than we did, and things couldn't've been different. No discussion, past is past and you can only surrender to it or suffer. Regretting things is insane. That's why it's important to be present in the moment and forgiving towards yourself and others: to not be insane. Don't have regrets, but don't make the same mistakes.

Don't have anxiety either, as that comes from attachments and the lack of understanding of impermanence. Don't get attached to things that aren't permanent, including life. Live life to the fullest, as you and me are the Universe experiencing itself.

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Depressed? Why not try walking in a forest, grounding yourself, practicing inner body meditation, being mindful of every moment, being grateful & forgiving, meditating, doing yoga, paying attention to the present moment, that which you see around you, to your breath, to your inner body. Notice that all these exercises take place in the Now. To attain inner peace, you must first cease thinking compulsively, as thoughts take you away from the Now, while all forms of conscious presence bring you closer.

Don't live in the past or in the future, as the illusion of time leads to suffering. Only the present moment exists; everything else exists in the mind. The past doesn't exist anymore, while the future doesn't exist yet. Don't believe me? Well, if you didn't think about the past and future, where would they be?
They literally only exist in the minds of sentient beings and thinking about them takes you away from reality, which causes suffering. This is why not thinking about them brings us closer to inner peace. Learning not to think takes effort but it's attainable by anyone who practices, as it rewires your brain. The only reason not to attain this ability is aversion, and not anything external from your will.

Can you be unhappy when not thinking?

Sadness is a form of thinking. Mindfulness is the most basic solution to sadness; realising that sadness is there, yet you are are here, breathing, living.

Wishing to change the past and fearing the future is insane, as it only leads to unhappiness. Everything happened, happens or will happen in the Now, in the present moment. Am I right? But the ego is afraid of losing its identity derived from the past and hopes that it'll get better in the future, which is why it's so difficult to be present.

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Happiness isn't having what you want. It's being grateful for what you have. The more you resent, so the more you wish for the past to have been different, the more you suffer because changing the past is impossible. The more you desire, so the more you wish for feeling better in the future, the less happy you are in the present. Whenever you have desires, you don't have happiness. Whenever you become timeless, you become happy.

That doesn't mean you can always be happy but even if you're sad, you don't have to suffer. You can still have peace in the present moment even in times of unhappiness. Psychological pain (suffering) and fear are as illusionary as time is. If you feel them, you're not present; your ego has taken over. This is the primary sign you're not in control if your "self".

Psychological suffering is always some kind of resistance to the present moment created by the ego/mind. It's always just that; not wanting to accept what is, and wishing things were/will be different, both of which are beyond anyone's control. Not suffering is as simple as realising you can't resist the present moment / the Now / life / what is. You can only yield to it. It's done through practice and the final goal is what they call enlightenment – being immune to suffering, having inner peace not dependent on what happens to you on the outside. And it's very much attainable, but not by working hard, quite the opposite – by not thinking, not being stressed, not having desires, not having regrets. By being aware of your mind's activities without judgement.

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"If there were nothing but thought in you, you wouldn't even know you are thinking. You would be like a dreamer who doesn't know he is dreaming. You would be as identified with every thought as the dreamer is with every image in the dream."
- Eckhart Tolle - The Power of Now

Have you ever had a dream when you realised you were dreaming but didn't wake up? That's an example of becoming present. Enlightenment is being as present in the real world as it is to always have lucid dreams in the dream world.

That considered, are YOU your mind or are you something more? Do you cease to exist when you have no thoughts, feelings or emotions? Of course not because you can observe your mind's activities passively and eventually pause them. Everyone who's willing, can do it. A conscious mind is something your ego (the unconscious mind) cannot grasp․ The proof is in the pudding: please imagine saying "I cannot live with myself", whether you feel like that or not.

Who's the "I" and what's the "myself" that the "I" cannot live with? Think about it for a moment...

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The "myself" is the ego, or the unconscious mind. It's an "it". It's like an artificial intelligence that wants to take control of your actions because it's programmed to do so, and it's quite logical: your ego is afraid of losing its identity derived from the past, which is the fear of (ego's) death. It's also programmed to think that negativity can change situations for the better (spoiler: it doesn't), so it likes to go into downward spirals we like to call depression.

But negativity only causes more negativity, so the mind is, frankly speaking, insane. And this is exactly why we have so much insanity in the world: conflicts, egoism, betrayal, violence. Unconscious minds believe in the madness that negativity is the only way out of problems. But there's no way out of negativity. There's only a way through, by surrendering, by not judging, and then deciding that it's been enough, and it's time to change and take action – appropriate action, without judgement.

The ego always judges. Trying to control the mind with the mind, or the ego with the ego is akin to the parable of the chief of police trying to find the arsonist, while he himself is the arsonist.

And yet we often say "there's no way out". I bet that you know what you could do to change your life situation, but you're not doing it because you've given up. Giving up is fear of the unknown and again, resistance. Surrender in the sense Tolle portrays doesn't mean giving up, it means acceptance of a situation without resentment, as if the situation has just started. Not making the situation it into a problem. Only then can you take positive action, and positive action is always more effective than negative action.

What is causing this insanity of trying to solve negativity with negativity? Again, identity. Stopping negative thinking would threaten your identity as a depressed, angry, or harshly-treated person, paraphrasing Tolle. The ego is so afraid of losing its identity it would rather prevent you from living than change. That's why the right course of action isn't fighting your "self", instead, it's awareness.

As you know, AI, such as the mind, can be a dangerous tool, but it's useful. If you learn to observe your thoughts and feelings without judgement instead of identifying with them, when you grasp this idea, you'll be able to use your mind instead of letting your mind use you. You can practice it at any moment. It's all about observing without judgement - observing others, too,