I have major depression, anxiety, and probably mild PTSD. All I can say is you have to fight it with everything you have. There's no silver bullet. I am doing the following: 1) cut toxic people out of my life, even a family member, 2) take medication, 3) take numerous vitamin and mineral supplements to balance my mood, 4) I've quit jobs that made me depressed or killed my self-esteem, 5) avoid alcohol 99% of the time, 6) get up early and go to bed early, 7) own pets, 8) try to avoid sugar (very difficult), 9) meditation and grounding exercises, 10) clearing the clutter out of my house and yard, gradually because there's a ton of it, 11) never skipping meals, 12) moved to small, rural town. Everything helps a little but nothing does the entire job by itself.
Nature doesn't always ground me. Sometimes it makes me fearful; I believe I'm picking up the emotions of the wild animals hiding in the area. I don't know. I like to be surrounded by open space and wildness but not right in the middle of it, as in camping.
P.S. It's not "only feelings". Feelings are things, objects even. They have a presence in your body, the same as if you'd swallowed a rock, or worse.