I'm sorry to hear you're only 15 and have anxiety problems and depression. I'm 14 and I have friends who have both anxiety and depression as well. Do you know the reason you have these issues?
Could you try something you love like painting, photography, making videos, sports, etc? These activities could get your mind off of the depression and anxiety. Find something you love and stick with it!
As for sleeping, you don't need sleeping pills. What you need is to become more relaxed and tired. You could try heavy breathing exercises, yoga, meditation, listening to relaxing music, incense candles..etc to make you more relaxed. The activities I listed above can help with making you more tired so you'll have a better chance of sleeping at night.
I believe that anti-depressants are a wrong choice as there are so many side effects! After taking one medication you get another problem and have to take a medication for that and so on. Herbal remedies work wonders! It just depends on what you take. Try going to a herbalist or natural foods store to see if they have any advice on what you should take for these problems. The problem with taking some from a friend is she may be taking something different from what you need. That may be why it's not working.
I'm sorry you don't have great support at home. Could you try talking to your parents about how you feel about that? If that doesn't work you can try talking to a different adult. Even a teacher at school you trust may be able to help. If you don't have any trusted adults in your life than talk to friends for advice or reach out online like you did in this question.
Hope this helps,