God’s so loving, so caring, so certain, and so safe, that we can go to Him and start off by telling Him we don't believe any of it in the first place. In fact, it may be that He wants you to confront Him - that He wants your anger at His apparent lack of deliverance. This might be the sort of passionate prayer He so longs for. Your prayers of anger may be the ones of deepest faith and trust you've ever embarked upon. He can then take that anger and turn you into something quite amazing.
The certainty of God is that He’ll start with you, wherever you’re starting at. You don't have to get rid of your anger or sadness or depression first. That's probably where He wants to start.