I’m not sure if this is “alternative” but religion (Christianity is what I know personally and can vouch for, but maybe other types would work, too). I think it gets to the depth of your fears, anxieties, loneliness and frustrations about this world, and also can provide important community support. Not to mention helping you focus on helping others, which is ultimately helpful to your own mood. I think life in today’s world is really, really hard sometimes and faith has pulled me through more than once.
I am of the opinion that depression is emotional/spiritual much more often than physical (in the majority of cases – I know sometimes it can be from a B12 deficiency or hormone issues or something). I think the fact that depression is skyrocketing as religiousness plummets in society is no coincidence (for multiple reasons).
In addition to doing physical tests, I would give some real thought to where your emotional issues may lie because more often than not their stresses will be the root cause.