I'm not sure what your question for us is, but maybe what you are looking for is some validation. Anxiety and depression are real disorders, and getting treatment is the right thing to do. You sound like you have a good understanding of what options you have, and know what you want. I agree that fixing the problem, and understanding the underlying cause is more likely to be satisfying in the long run. Medication can make it easier to deal with the symptoms and can enhance psychotherapy. It isn't an either/or, necessarily.
Your boyfriend makes me mad! That is some nerve to tell you that he doesn't want you to take medication that you might need because it might interfere with him getting something he wants! Wow. Would he tell you not to take medication for diabetes if you needed it because he doesn't like the changes in your libido? You don't go to the doctor because you are sad. You go to the doctor because you have a disorder that interferes with your life and won't go away by just ignoring it. That said, maybe his comments about feeling the same way sometimes are actually attempts to relate to what you are telling him. Anxiety, fear, and sadness are normal emotions that everybody has, even if not everybody had an anxiety or mood disorder. And most likely your anxiety won't be entirely cured, but treatment can help you to live your life without anxiety getting in the way.
Good luck to you!
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“We should always pray for help, but we should always listen for inspiration and impression to proceed in ways different from those we may have thought of.”
– John H. Groberg