There's nothing that could've been different. Only the future could be different.
To every "you could've" I answer "can you prove it?"
To every "you should've" I answer "but I didn't"
To every "you should" I answer "I could"

Every decisions we made in the past seemed to be the best one when we were making it. We never consciously made any mistakes.
The past doesn't even exist and yet we tend to consider an alternative one... alternative to nothing! There is no past! What remains is a recording, a construct that enables us to improve and sometimes make up for our mistakes. But not to wish things had been different than they were – that's insane! Wishing things were different is like wishing for reality to not exist, and it only leads to suffering.

We have 2 basic choices in the present: either allow it to be, or take action to change it. Else, we suffer from nonacceptance. Of course, you could say "I'd rather suffer than accept that I'm (...)". Then suffer if that's your will... but do you want to? Isn't it insane to wish reality was different from reality? (But don't take me wrong, the future will be different from reality... until it becomes reality.)
We must fully accept the past (without any resentment) to stop suffering. If you were stuck in mud, would nonacceptance of being stuck help you? Or would you first acknowledge that you're stuck and then try getting out?
But your ego will try to stop you from letting go. The ego clings to the past for its identity. For the ego, losing a part of its identity is like death.

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There's NOTHING you have to do. There are NO duties you have to fulfill. You don't have to follow ANY orders. To every "you have to", you can answer "I choose not to" or "okay, I'll do it because I want to". There's no "I did it because I had to", there's only "I did it because I chose to while telling myself I didn't have a choice". Even soldiers have free will, but they choose to ignore it.

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"If you are one of the many people who have an issue with their parents, if you still harbor resentment about something they did or did not do, then you still believe that they had a choice — that they could have acted differently. It always looks as if people had a choice, but that is an illusion. As long as your mind with its conditioned patterns runs your life, as long as you are your mind, what choice do you have? None. You are not even there. The mind-identified state is severely dysfunctional. It is a form of insanity. (...) The moment you realize this, there can be no more resentment. How can you resent someone's illness? The only appropriate response is compassion."
- The Power of Now

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What can we ever regret? There's nothing there. What we lost doesn't exist in the same reality as our regrets, whether it's people who died, lost opportunities, mistakes we made or things done to us by others, and it's the law of the universe. If we got attached to someone or something, a temporary state, with the mindset that we cannot live without them, we suffer because of this unconscious mindset. But if we remember that everything is impermanent, everything is changing, we are prepared that one day we may lose anything and keep living, grateful for the present moment, still making the right choices. That's not not caring. That's enlightenment.
Once you die, would you want your loved ones to grieve and even suffer because of your death?
I'm guessing you wouldn't wish bad feelings for them.
If not, why would you suffer because of your loved one's death?
Would they want you to suffer? Would they want to deny you happiness?

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What is, is. What was / what will be, is not.
Isn't anxiety also derived from attachments and the lack of understanding of impermanence? Everything in the 3D world is impermanent. We get too attached to identity, opportunities, belongings, mind states, relationships and even life.
Relationships can end at any moment, while we can be loyal without conditioning our happiness on someone's presence. Loyalty without attachment! After all, how can we love others if we're using them for our happiness?
When you're present in the moment, you can't feel anxious. Anxiety requires identification.
Do you have a personal problem? If not, then why worry?
Do you actually have one? If so, can you do something about it?
If so, do it.
If not, then what's the benefit of worrying about it?
(taken from a flow chart)

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Revenge is never fair. To not be egoistic, we need to be forgiving towards ourselves and others, and that's the harsh truth. Punishing ourselves or others only causes more suffering without fixing anything. We don't cause karma. All we can do is trying to prevent bad situations from happening again, and trying to make the culprit compensate for their wrongdoings to the victim, but NOT to the victim's ego. Ego is deadly, just like the revenge that comes from it. Vengeance is not compensation; it's evil (research Natural Law). Don't mistake justice with wanting to change the past.
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Do you identify with your depression?
Because that's the real problem. Aside from harmful food and lack of sleep or vitamins, depression is never caused by the external world, only by our minds and the long-term results of our thoughts. Even the often-quoted chemical imbalance has a cause, which is unconscious bad habits. It's created when our minds fall into downward spirals of unconscious fear of some kind...
We cannot defeat depression while we have fear of things that don't exist in reality, meaning things that most likely will / won't happen (doesn't matter which).

Gratefulness, forgiveness, mindfulness of every moment. All these actions make us focus on the Now. To attain inner peace independent from happiness and sadness, we start by ceasing to think compulsively, as thoughts take us away from the Now, while all forms of conscious presence bring us closer.

You pause thinking every time you notice that you're thinking. It's the Quantum Zeno effect. Then, you become aware of your presence.
Learning not to think or feel negatively takes effort but it's possible if you practice, as it rewires your brain. Nothing external can stop you, only aversion can. Those who say mindfulness doesn't work, don't practice it. But can you have benefits without practice? Really.
Instead of thinking happy thoughts, the objective is not to create unwholesome thoughts.
Can we be unhappy when we're free from thoughts? What creates unhappiness if not thoughts?
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