Okay, I will give this a shot... but remember - my advise is worth exactly what you paid for it.....

My background. I also have severe depression, BPD, anxiety, considered highly suicidal. I am seeing THREE shrinks - so I guess I am pretty messed up. BUT I am responding to this more as a father than anything else....

A few things (and the order has no implied significance)...
- You say your dad "never had anxiety" when he went to school. I think that is both unfair of you and pretty presumptuous of you. side note: please do NOT take this as me bashing you or trying to make you feel worse. I just want you to consider this....

- You and I know that everyone has good days and bad days. You also know that for "normals" (as I call people without depression) it has to be pretty hard dealing with us sometimes. I can not speak for you - but some days I simply feel like I am a whiner. Or like they are thinking - 'if you are gonna kill yourself DO IT ALREADY'.......
So you were goofing around with dad and he kinda barked at you. Maybe, just *maybe* he was frustrated and lashed out but didn't really mean it. Maybe he loves you so much that it literally hurts him to see you suffering... or maybe sees you not accomplishing all the things in life that he wants you to have.

Do not misunderstand me. I get your depression. And maybe your dad is an ***... I do not know. BUT - maybe he simply barked and did not mean it. TRY to be patient with him, just like he is patient with you.

I was gonna say more.... but my brain is crap today (deep into my depression right now and can not think)...

Does my point seem reasonable?