Art Of Living’s course 1 Sudarshan Kriya offers breathing course which activates the vagus nerve. I have attended this course. It claims to reduce anxiety, depression and addiction. I have not practiced it regularly. Sorry to say that.

Here is that article:

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC3573542/

https://en.m.wikipedia.org/wiki/Art_of_Living_Foundation

I hope this helps. I wish you good luck on your journey to good mental health.