Generally speaking, the brain will usually entrain to the strongest stimulus which would be isochronic tones over binaural beats. So when you see people add binaural beats at a different frequency to the isochronic tones, that would not produce additional brainwave entrainment at another frequency. If they are both at the same frequency I haven’t seen any research to indicate whether that would be beneficial or not, but my belief is that it would weaken the potential for entrainment. When you look at the waveform of an isochronic tone there is a distinct empty space between each beat, making it very pronounced and effective. When you add binaural beats at the same frequency it looks like this: http://www.mindamend.com/wp-content/uploads/2017/11/isochronic-tones-binaural-beats-combined-waveform.jpg. The depth of the waveform is now half as deep and less effective. This is before the binaural beats are formed inside your head, where the waveform is hard to determine and measure. From listening to that type of combination the beats sound much less pronounced, which has to make them much less effective in terms of a brainwave entrainment stimulus, compared to isochronic tones on their own.
...  While entrainment by binaural auditory beats in the alpha frequency has also been shown to enhance creativity, cognition, memory, and an improvement in intelligence tests and achievement tests in learning disabled boys.  The gamma-band activity has been shown to involve in a variety of functions such as attention, memory, and consciousness. Current literature suggests that entrainment by gamma beats promotes cognitive flexibility, modulates visual attention, and enhances creativity. ...
Joseph Kao, creator of Profound Releasing, Profound Renewal, and Sound Asleep, is a hypnotherapist and a solution-focused therapist with a private practice in Cambridge, UK. Joe was the co-developer of an acclaimed course on conversational hypnosis, and he regularly teaches hypnotherapy and psychotherapy to other therapists. He has also been the head scriptwriter for over 800 professional hypnotherapy recordings. Joe was drawn to the world of philosophy, meditation, and brainwave entrainment technology from an early age, and he’s had a daily meditation practice since 1998.
I wouldn’t personally recommend listening to delta wave frequencies for depression, so I’m not sure who advised you to do that? People with depression usually have a higher ratio of theta and delta wave activity, so I would normally recommend listening to high alpha wave and low beta wave frequencies, to help balance things. I have some 10Hz alpha tracks for serotonin release, which you can try for free on my YouTube channel here: https://www.youtube.com/watch?v=3NSUcuzpRcY&list=PLveg0IEcZWN6T86nhmSrdwG2kMQtcLRou. I also recommend you give these SMR (low beta wave) tracks a try: https://www.youtube.com/watch?v=HGTvBbrEwZQ&list=PLveg0IEcZWN7yaMaKr8F-eWHALk2_zGqY. I hope that helps.
Isochronic tones work by influencing your brainwave activity and they can’t directly affect the body. That said, the brain does control the body, so sensations and feelings can sometimes be felt in the body after stimulating your brainwave activity. Some people who are new listeners of this type of audio can sometimes feel tingling sensations in their body. Not everyone feels this and these sensations usually stop once you get more used to using the audios. Isochronic tones are considered as a safe technology. However, sometimes they can leave you feeling temporarily fatigued, especially if you listen to them for an extended period (hours) when you first start using them. If you felt fatigued, I would recommend using them for a much shorter period while you are getting used to them and ensure you are well-hydrated.
Progressive muscle relaxation is a two-step process in which you systematically tense and relax different muscle groups in the body. With regular practice, it gives you an intimate familiarity with what tension as well as complete relaxation feels like in different parts of the body. This can help you react to the first signs of the muscular tension that accompanies stress. And as your body relaxes, so will your mind.
These sounds in these musical tracks are presented through monaural beats, binaural beats, isochronic tones, or a mixture involving combinations of all three of these modalities, described in detail below. Choose alpha brainwave tracks for calming anxiety and relaxing body and mind, and choose theta tracks for help in getting to sleep and for bringing hidden feelings to the surface. Some people also report out-of-body type experiences when in theta brainwave states.
Theta brainwaves occur most often in sleep but are also dominant in deep meditation. Theta is our gateway to learning, memory, and intuition. In theta, our senses are withdrawn from the external world and focused on signals originating from within. It is that twilight state which we normally only experience fleetingly as we wake or drift off to sleep. In theta we are in a dream; vivid imagery, intuition and information beyond our normal conscious awareness. It’s where we hold our ‘stuff’, our fears, troubled history, and nightmares.
Brainwave entrainment is a colloquialism for such 'neural entrainment', which is a term used to denote the way in which the aggregate frequency of oscillations produced by the synchronous electrical activity in ensembles of cortical neurons can adjust to synchronize with the periodic vibration of an external stimuli, such as a sustained acoustic frequency perceived as pitch, a regularly repeating pattern of intermittent sounds, perceived as rhythm, or of a regularly rhythmically intermittent flashing light.