Suspect something? Yes and no. Depends on which dx we're talking about. The thing I knew something was wrong was the bipolar. I had no idea it was bipolar, just years and years of knowing that something was majorly wrong. To tell the truth, I didn't want to know. Because, for one, I vowed to be nothing like my mother. Then to my horror, saw reflections of her out of control behavior in my own. And if there was one thing I didn't want to hear...

The OCD and ADD, no. It seemed so normal to me. Doesn't everyone's brain do that? Also, the bipolar is definitely the most disruptive to my functioning. It's impossible to not notice.
I did not reach out. I knew it was something, but I didn't want to know what, because it must be horrible*. And I'd have to talk to someone. And I wanted no part of that. My ex was the one that pushed the issue in the midst of a massive depression, insisting I see someone.

I think it's interesting you say, "...but I think that I've spent so much time thinking about what might be wrong with me that there must not be anything wrong." This is certainly possible. Especially now, with the internet, there is a lot of self-diagnosing and it's all too easy to see bits of oneself in just about anything. And what makes that even more so with mental things is that its easy to mistake normal things as "symptoms". For instance, someone will think, "Yes, sometimes I'm so happy. And sometimes I'm so sad. I must have bipolar!" Um, no.
Or say someone shows one feature of a condition and gets fixated upon it. One symptom does not a diagnosis make. Even if we're talking about several it doesn't necessarily indicate a problem. Ha, before I go off on a rant, I'm not saying that any of this applies to you. Simply that people CAN overthink and fret when in fact nothing is wrong. They're just thinkin' about it too much. It's even a very common phenomenon among students as they begin to study psychology.

(*And I wasn't even really thinking MI, just that I had deep rooted personal shortcomings. And intractable, exasperating problems dealing like I "should" be able to in ordinary human situations. I didn't know diddly about bipolar even though I was a walking talking textbook case.)

Great answer regarding insight, Anika.
I know, right?! But... personally, I think the dsm has a pretty light threshold for depression.

The only way I can relate is to your "what did they think it was" question. When my first really big depression hit (college), it came out of nowhere, and I had no idea what was going on. It was a great big WTF?! I was having a GREAT time -- friends(!), good grades, thrilled out of my mind and thoroughly enjoying the musical jackpot of time it was, then WHAM! Could.not.function. Dark room, chocolate donuts, never went out, not even classes. (Totally unlike me.) Mental stuff really wasn't talked about much then. It was pretty damn obvious I was severely depressed, but it made.no.sense. I didn't know then that situational stuff wasn't a necessary component. So, yeah. Depression was the word, but it seemed such an insufficient word that there was a sense of well, yeah, but what is THIS?!

But I could not possibly agree more on the "how could they have missed it?" I can't begin to fathom that. It would be impossible for my personal experience. Ain't nobody gonna miss those!