I can imagine how exercise would do anything but depress me further. I despise working out.
I remember being told I'd love it after a few weeks, but after a year I still despised it. Put me in a gym and you'll see me at my most miserable
I hated going to the gym, and I hate running. Put me on a treadmill for 5 minutes and I'm suffering, but I can dance for hours straight. Beat Saber on VR has been great, so has going to local social dances (ballroom and swing). Maybe you could look for something that gets your heartrate up that you actually find fun and enjoy? Swimming, team sports, skating, there's lots of ways to exercise that aren't using machines or running at a gym.