I'm not able to attend therapy because my parents won't allow it, despite my need.
Consult your school counselor or doctor and express your needs clearly. Depression and anxiety shouldn't be internalized or ignored.

My religious family prevents me from seeking therapy.
My parents frequently voice intolerant and self-righteous opinions that annoy me, like saying, "People with mental health issues should simply move on."

How can I access help without my family finding out?
Receiving treatment from a mental health expert requires giving informed consent, and in many places, minors cannot consent to their own treatment.