It's normal to feel the need to personalize the experiences of depression and anxiety, however neither of them are personal to begin with. They are expressions of an activated survival system we mostly do not understand.
Inheriting the genetic wiring of our hunter gatherer tribal ancestors, we experience lots of nuances with our survival systems operating to give us the survival advantage, with depression and anxiety being expressions of this.
Depression is the survival brain's way of slowing down to avoid the danger.
Anxiety is the survival brain's way of speeding up to provoke us to outrun the danger.
The danger it avoids and / or outruns doesn't have to be logical or real danger either, as the human survival system is built for speed on a better safe than sorry basis, as opposed to accuracy on a logical basis.
We humans have manufactured the societies we live in, and these systems often get chronocially over activated without us knowing what is going on. And once the survial system is running, it carries with it an emotional enertia that continues running the system until deactivation / exhaustion.
Knowing essentially what's going on does not eliminate them, however it takes the element of mystery away from them, making them far easier to manage.