Do feelings cause thoughts or do thoughts cause feelings?

Even deeper. There are also behaviors and beliefs. All are part of a person who has been shaped by both genetics and environment, and who is interacting with the world around them. Thoughts, feelings, behaviors and beliefs all shape each other. "to be brave, act brave." modifying any one will modify the others -- you have some control here & a guide can help. Any simpler account of the mind will mislead you.
CBT. Cognitive behavioral therapy (cbt) works on the premise that our micro-thoughts impact our emotions. We are often quite unaware of the thoughts. By shaping thoughts, we can shape feelings. Cbt can be a highly effective form of treatment.