Welcome to psychcentral! I would be sure to talk to the doctor about the increase in depression. It could be the anxiety, that the meds just need increasing due to time/tolerance, or both! Don't put it off. Why suffer when you might not have to? Yes, guilt will do that too.
Do you have someone to talk with IRL, a smart friend or even a T? No sense in putting those issues off any longer, either. TC.