Has anyone with depression/general anxiety disorder ever experience sleep problems?

I normally take 100mg of Pristiq, but the nurse practitioner changed the dosage without me knowing (note to self to always double check mg dosage when getting my script!) down to 50mg. I take Xanax as needed for anxiety attacks (1mg). She also prescribed ambien because I was taking 2 otc Unisom to go to sleep at night. Within a week I noticed I could sleep, but my depression and anxiety were getting worse. Thinking it was the change in Pristiq dosage change I called them they said go back to taking 100mg (I could take 2 of the 50's). Usually within a week I am back to normal when taking Pristiq. But I noticed it has been over a week and depression does not seem to be back to normal yet. Then it clicked that Ambien had been added to the mix. I did some reading on Ambien and it said it can cause new or worsening depression - Has anyone had this effect from Ambien.

I tried a test last night only taking half a dose and there was a noticable change in my depression this morning. Is this irony? or am I onto something?

Any input is greatly appreciated.