Again, pretty much everything you mentioned has been studied quite a bit. Yes, even with double blind studies (e.g. [1] to pick one at complete random). Some of the things you mentioned (diet, exercise, sleep) literally have entire subfields of medicine devoted to them.
When the evidence says they help they usually are. Losing weight, sleeping more, prenatal vitamins, etc, are all regularly recommended or prescribed by doctors. But, again, the issue is that most of the time the evidence is either inconclusive or says they don’t help.
[1] https://www.ncbi.nlm.nih.gov/pmc/articles/PMC3514135/