Expand your expression into a sum of simple fractions and integrate step by step over the different variables
$$\text{df}=\frac{e^{-\frac{\text{Ep}^2+\text{Eq}^2+p^2+q^2}{2 \sigma ^2}} \left(\left((\text{Ep}+m) \cosh \left(\frac{\zeta }{2}\right)+p \sinh \left(\frac{\zeta }{2}\right) \cos (\text{$\phi $p})\right) \left((\text{Eq}+m) \cosh \left(\frac{\zeta }{2}\right)+q \sinh \left(\frac{\zeta }{2}\right) \cos (\text{$\phi $q})\right)+p q \sinh ^2\left(\frac{\zeta }{2}\right) e^{-i (\text{$\theta $p}+\text{$\theta $q})} \sin (\text{$\phi $p}) \sin (\text{$\phi $q})\right) \left(\frac{1}{2} (\text{Ep}+m) (\text{Eq}+m) (\cosh (\zeta )+1)+\frac{1}{2} \sinh (\zeta ) (q (\text{Ep}+m) \cos (\text{$\phi $q})+p (\text{Eq}+m) \cos (\text{$\phi $p}))+p q \sinh ^2\left(\frac{\zeta }{2}\right) \left(\cos (\text{$\phi $p}) \cos (\text{$\phi $q})+e^{i (\text{$\theta $p}+\text{$\theta $q})} \sin (\text{$\phi $p}) \sin (\text{$\phi $q})\right)\right)}{2 n \text{n1} (\text{Ep}+m) (\text{Eq}+m) (\text{Ep} \cosh (\zeta )+m+p \sinh (\zeta ) \cos (\text{$\phi $p})) (\text{Eq} \cosh (\zeta )+m+q \sinh (\zeta ) \cos (\text{$\phi $q}))}$$
( dfn = List @@ (df // Apart // Expand))[[1]] // TeXForm
$$\frac{\text{Ep} \ \text{Eq} \ \cosh ^2 \ \left(\frac{\zeta }{2}\right) \ \exp \left(-\frac{\text{Ep}^2}{2 \sigma ^2}-\frac{\text{Eq}^2}{2 \sigma ^2}-\frac{p^2}{2 \sigma ^2}-\frac{q^2}{2 \sigma ^2}\right)}{4\ n \ \text{n1}\ (\text{Ep} \ \cosh (\zeta )\ +\ m \ +\ p \ \sinh (\zeta ) \ \cos (\text{$\phi $p}))\ (\text{Eq} \ \cosh (\zeta )\ + \ m \ + \ q \ \sinh (\zeta ) \ \cos (\text{$\phi $q}))}$$
Drop any factor not dependent on the integration variable and integrate stepwise
dfn[[1]] /. {x__?(FreeQ[\[Phi]q])*y_ :> y}
$$\frac{1}{\text{Eq} \ \cosh (\zeta )\ + \ m \ + \ q \ \sinh (\zeta ) \ \cos (\text{$\phi $q})}$$
Assuming[Sinh[\[Zeta]] > 0 && E^\[Zeta] > 1 && Cosh[\[Zeta]] > 1 &&m >0 && Eq > 0 ,
Integrate[1/( m + Eq Cosh[\[Zeta]] + q Cos[\[Phi]q] Sinh[\[Zeta]]),\[Phi]q, 0, 2 \[Pi]}]]
$$\begin{array}{cc}
\{ &
\begin{array}{cc}
-\frac{4 \pi e^{\zeta }}{\sqrt{2 \text{Eq}^2 e^{2 \zeta }+\text{Eq}^2 e^{4 \zeta }+\text{Eq}^2+4 \text{Eq} e^{\zeta } m+4 \text{Eq} e^{3 \zeta } m+4 e^{2 \zeta } m^2+2 e^{2 \zeta } q^2-e^{4 \zeta } q^2-q^2}} & \left| \frac{-2 e^{2 \zeta } \text{Eq}-2 \text{Eq}-4 e^{\zeta } m+\sqrt{\left(2 e^{2 \zeta } \text{Eq}+2 \text{Eq}+4 e^{\zeta } m\right)^2-4 \left(e^{2 \zeta } q-q\right)^2}}{e^{2 \zeta } q-q}\right| \geq 2\land \left| \frac{-2 e^{2 \zeta } \text{Eq}-2 \text{Eq}-4 e^{\zeta } m-\sqrt{\left(2 e^{2 \zeta } \text{Eq}+2 \text{Eq}+4 e^{\zeta } m\right)^2-4 \left(e^{2 \zeta } q-q\right)^2}}{e^{2 \zeta } q-q}\right| <2 \\
\frac{4 \pi e^{\zeta }}{\sqrt{2 \text{Eq}^2 e^{2 \zeta }+\text{Eq}^2 e^{4 \zeta }+\text{Eq}^2+4 \text{Eq} e^{\zeta } m+4 \text{Eq} e^{3 \zeta } m+4 e^{2 \zeta } m^2+2 e^{2 \zeta } q^2-e^{4 \zeta } q^2-q^2}} & \left| \frac{-2 e^{2 \zeta } \text{Eq}-2 \text{Eq}-4 e^{\zeta } m+\sqrt{\left(2 e^{2 \zeta } \text{Eq}+2 \text{Eq}+4 e^{\zeta } m\right)^2-4 \left(e^{2 \zeta } q-q\right)^2}}{e^{2 \zeta } q-q}\right| <2\land \left| \frac{-2 e^{2 \zeta } \text{Eq}-2 \text{Eq}-4 e^{\zeta } m-\sqrt{\left(2 e^{2 \zeta } \text{Eq}+2 \text{Eq}+4 e^{\zeta } m\right)^2-4 \left(e^{2 \zeta } q-q\right)^2}}{e^{2 \zeta } q-q}\right| \geq 2 \\
\end{array}
\\
\end{array}$$
Since all members in the list have product form in the variables, its possible to integrate the union of all factors as 1-d integrals over their respective intervals. This is making sense only if the conditions can be evaluated beforehand by fixing the numerical factors in their respective physical ranges.
Store the intgral list of the integral factors obtained as a list of rules int the form
expr_ dfk :> expr intdfk
and apply it to the list dfn
Plus@@ ( dfn//.rules)
If there are integrals unevaluated, do the by Nintegrate with numerical coefficients.
This strategy breaks down, if the conditions stemming from residuum evaluations, are more complex than the n-fold integral.