Major Depression With Comorbid Anxiety Symptoms

The goal of this clinical trial is to evaluate whether EEG-based neurofeedback targeting the emotion regulation network through swLORETA can improve emotional regulation and reduce symptoms in adults with Major Depressive Disorder (MDD) who have not responded sufficiently to first-line treatments. The main questions it aims to answer are: * Does EEG-neurofeedback improve emotional self-regulation and reduce clinical symptoms in patients with MDD with or without anxiety symptoms? * Are changes in EEG resting-state activity and stress biomarkers (e.g., cortisol) associated with clinical improvement? Researchers will compare an active neurofeedback group, a sham (placebo) neurofeedback group, and a treatment-as-usual control group to see if real-time EEG-neurofeedback leads to greater improvement in mood, emotional regulation, and neurophysiological indicators than placebo or no additional intervention. Participants will: * Receive 10 sessions of either real or sham EEG-neurofeedback (or no sessions in the control group) over 5 weeks. * Complete clinical, psychological, and neurophysiological assessments before (week 0) and after the intervention (week 6). * Provide repeated saliva samples to assess stress-related biomarkers at week 0 and week 6. * Continue their standard pharmacological treatment throughout the study.