This study integrates causal inference, graph analysis, temporal complexity measures, and machine learning to examine whether individual symptom trajectories can reveal meaningful diagnostic patterns. Testing on a longitudinal dataset of N=45 individuals affected by General Anxiety Disorder (GAD) and/or Major Depressive Disorder (MDD) derived from Fisher et al. 2017, we propose a novel pipeline for the analysis of the temporal dynamics of psychopathological symptoms. First, we employ the PCMCI+ algorithm with nonparametric independence test to determine the causal network of nonlinear dependencies between symptoms in individuals with different mental disorders. We found that the PCMCI+ effectively highlights the individual peculiarities of each symptom network, which could be leveraged towards personalized therapies. At the same time, aggregating the networks by diagnosis sheds light to disorder-specific causal mechanisms, in agreement with previous psychopathological literature. Then, we enrich the dataset by computing complexity-based measures (e.g. entropy, fractal dimension, recurrence) from the symptom time series, and feed it to a suitably selected machine learning algorithm to aid the diagnosis of each individual. The new dataset yields 91% accuracy in the classification of the symptom dynamics, proving to be an effective diagnostic support tool. Overall, these findings highlight how integrating causal modeling and temporal complexity can enhance diagnostic differentiation, offering a principled, data-driven foundation for both personalized assessment in clinical psychology and structural advances in psychological research.