Exercise definitely isn’t a fix all. It can help manage and improve anxiety and depression over time, but it isn’t going to accomplish that much the first time you start exercising.
I can definitely see that you have additional challenges as a neurodivergent person in navigating the physical discomfort of exercise as well as creating routines.
If you become open to trying again, I recommend starting a lot smaller so that you find a physical activity that is manageable and sustainable for your activity level. This can look like 10 minutes of extra walking a day. Or this can also look like body weight exercises (eg. 20 seconds of a plank, 5 curl ups, assisted push ups against a wall or table, etc). The best way of making exercise sustainable is to start small and slow. Minimize your physical discomfort (sweatiness and muscle pain). This is still more effective than doing nothing at all. You don’t want to push yourself so hard that you get completely turned off to the idea of exercising.
I assume they’re talking about an Anbernic device. If you’re interested in shopping around this channel on YouTube goes into the pros and cons of specific devices.