What is the root cause of my depression & anxiety

Yes.

These days my view is simple:

Moving country is only worth it if the country you move to has as good a quality of life as the one you left, or better.

Especially if you have children.

Knowing your kids COULD have grown somewhere safer and with better work prospects or at least better social security, and didn't because YOU chose to move... is soul-destroying.

As you get older, you realise your children are EVERYthing!

I understand how you feel. I have to leave a house a love to join my husband who moved several states away in order to get the treatment he needs for his migraines. I wanted him to go because I did not want him to continue to suffer but I have been alone for 7 months. I am ill and can't drive, and don't have a car. I have no other family. I am prone to depression anyway.
My hope is that you and I can find something in Life to enjoy and to help us keep going. We need to love ourselves, know that we are good people, worthy of better days. Please keep trying. Try exercise. That used to work for me more than drugs. If you can find a good professional to talk to. Cognitive therapy is good. Read some books on self esteem. A book that helped me years ago is Feeling Good: The New Mood Therapy by David Burns. The edition that I read has been updated but if you can find an older edition I would recommend it. David D. Burns
The Feeling Good Handbook : The Groundbreaking Program with Powerful New Techniques and... 1999. Do the exercises in the book - they really will help you.
Softcover, ISBN 9780452281325 You can find this edition and others on Bookfinder.com for a lot less than Amazon. Please choose happiness.

@ohnmar Even though you haven't talked openly with your husband about how you are feeling it's very likely that he does know that you are feeling depressed. I know this is very difficult but I suggest you talk with him about how you are feeling. You don't have to or need to say you want to quit your job and move home. That's not the point of this at all. It's a way to open the communication with your husband because that it is very key to a good relationship. Also, if you talk with him about you - and use "I" statements such as "I'm feeling very sad and I want to share how I'm feeling with you. I'm not asking you to fix or solve anything for me. I would just like for you to listen" and then reassure him this is not about him and that you very much appreciate him. This is about supporting one another with the thought that no one is to blame here. It's about how he feels his emotions and you feel your emotions.

What do you think about my suggestion?

Thanks appreciate your suggestion which is very valid

Going back home may not be "giving up" ... can you just think of it as correcting an error in judgement? Also, going back home may be just one choice -- another move to another place with possibly less stress might be a valid option. So is staying where you are but getting a different job. Personally, I always support taking some kind of action over taking some kind of therapy, but sometimes a person needs to do both.

Not sure how to link posts but here is my take on this topic

See last post marsheng.