Why are there no depictions of Jesus from when he was alive? Are there any descriptions of his appearance?

In addition to the great info already posted, consider the way in which the gospels were written and the distance in time between when Jesus lived and when the gospels were first written down. Matthew and Luke were written from something called the "Q source," which was really just a list of things Jesus said. The important element, initially, was not who he was but what he taught. The gospels were never meant to be historical documents. Rather they were crafted from pre-existing sources by followers who were likely one generation removed from Jesus. So you had an apostle go out into the world, they formed communities of believers, those believers heard the stories, and when it became clear that Jesus' return wasn't happening yet, they thought, hmm, maybe we should write this stuff down.

Thus, the people who wrote the gospels most likely never met Jesus and their only concept of him was from the sayings people wrote down and the stories the apostles told. Also importantly, in terms of why the gospels were written, they were crafted as stories to appeal to specific audiences. They were "framed" in a way that was compelling to, for example, a gentile audience or a Jewish audience.

In terms of historical value, Mark is probably the closest we can get to something that was based in very "recent memory" and John is extremely far from recent memory, written to appeal to an audience that was evolving into not just gentiles or Jews but this new thing called Christians.

So to your question, why are there no depictions of Jesus? It was not the intent of the people who compiled the Q source and other early sources to record him as a person but rather the things he said. And at any rate, he was coming right back so who cares about history? The end of history was upon them, so they believed.

I'm looking through the Gnostic texts now to see if there's anything in there. I don't remember anything though. They were all written in the same way as the canonical gospels.