Happy clappy didn't work for me. I have had depression since 1988 and anxiety since the age of 3. Both have been affected during my menstruating years but were slightly different in latter years.
If you feel that an anti-depressant will help then go for it. Some side effects can be difficult to deal with so don't panic ! There are plenty on the market some of which ease hot flushes too.
I have a betablocka 2 ease anxiety surges as well as an anti-depressant - both conditions are different causes but can feed off each other. I have found 'rescue remedy' mouth spray useful too as well as eating every 3 hours. Anxiety surges can be caused when the body is hungry. So do try to eat little and often

Also: have you tried deep breathing? When is the worst time for anxiety: mine is first thing. Or if we have to attend events that I am unable to avoid

. Deep breathing from toes to ears can help but takes practice

. Stretch the toes, deep breath and hold; count to 5 and breath out slowly. Working up the whole body in the muscle groups, calves, thighs, belly ........ makes us focus on the breathing.