Much respect for all the progress you've made! I think people fail to understand that when people talk about exercise, it is not meant as a cure-all but about slight improvement, some sense of achievement. Sedentary lifestyle has its consequences, we are not designed for it and it's best not to pay the price.
For myself, it didn't solve my problems but helped in a few ways - My days became more structured and easier to follow. The physical lethargy and brain fog associated with depression eased a bit, bad executive functioning didn't feel as debilitating. The persistent guilt and anxiety I had about not doing anything throughout the week is nowhere near what it used to be. It's another conversation topic I can use in social situations, that is not heavy and potentially relatable. It was by far the easiest step to take towards stopping living on an autopilot.