TwitterText dataset used in our paper is available upon reasonable request for research purposes (we are unable to share the TwitterSurvey data due to IRB restrictions).

The dataset contains 3 columns: 
- twitter_user_id: Twitter userid
- dep_score: Text-predicted depression score
- anx_score: Text-predicted anxiety score

Twitter Terms of Service doesn’t allow us to share images. 
You could use Twitter API to crawl images using the IDs — https://github.com/danielpreotiuc/twitter-collection

Please cite this paper if you use the dataset:
Guntuku, S. C., Preotiuc-Pietro, D., Eichstaedt, J. C., & Ungar, L. H. (2019, July). What Twitter profile and posted images reveal about depression and anxiety. In Proceedings of the International AAAI Conference on Web and Social Media (Vol. 13, No. 01, pp. 236-246).