I second the Manuel Smith suggestion.
Also, to my understanding, what you need to work with are the emotions of anger and shame. I think this is where a lot of assertiveness training falls short, if you don't work with the underlying feelings of shame around worthiness to set boundaries, and get in touch with healthy anger which can show you, imo, where your boundaries are then boundary setting will continue to be an issue.

Read the Subtle Art Of Not Giving a Fuck
I bet that would help you.
Also look into developing a skill where assertiveness is required.
Leo mentioned pickup but I prefer Brazilian jui jitsu.
BJJ will teach you physical strength, mental strength, assertiveness, discipline, etc. 

Pickup teaches you this.

I'm copying an answer I just gave in a thread made by @Medhansh
 
Depression is a sort of accumulated emotional fog clouding your perception. It stems from prolonged self-repression.
In a nutshell, it happens when you're disconnected from your subjective truth for too long. The ignored emotions turn into an unpleasant, indistinguishable soup gravitating at a low energy level, reflecting a sense of powerlessness, despair, fear and shame. 
So, learning emotional literacy is what you are looking for. It's about making them distinguishable again and accepting the truth they tell you. You've got to listen to how you feel, and understand what these emotions tells you about your life. Depression is pretty much your body/mind asking you to go back to wholeness.
I'd suggest you'd buy yourself a book about emotions. One of those acting as some sort of Rosetta Stone. For instance, I'm currently using Atlas of the Heart by Brené Brown for this purpose.  I would recommend it. And then, you follow the trail.
On top of that I would recommend doing shadow work, understanding the concept of the pain body by Eckhart Tolle, and looking into Leo's videos about truth and self-deception. These are elements that would speed up your healing.

Good analysis this.