I used to lift weights a lot, it definitely helped to reduce my OCD and depression. But it took some months of regular workout to notice results. OCD didn't go away but it got better, I was able to function more normally, suicide thoughts were rare. But then I got injured and couldn't workout and move properly, so my OCD got really bad again. It's horrible. My injury healed so I'm getting into weight lifting again, but it's hard. I lost strength and muscle and have no motivation.
Also look into Inositol for OCD. It's a supplement in powder form. I'm using it, I feel like it helps a bit, other people said it helped them too.