Knowing your diagnosies helps because it explains what you have been feeling and any behaviors you didn't understand. As Ripose mentioned, medications will help, but they can take 4 - 6 weeks to kick in. There is also some trial and error involved because what works for one doesn't always for another. The important thing with this is to hang in there and work with your doctor. (I would suggest finding a psychiatrist as opposed to using your GP. Pdocs understand psychiatric meds better.)
I believe another key element to managing your illnesses is therapy. You should look for a therapist who not only specializes in in your diagnosies, but one you feel a connection with. Once you find a therapist it can take a few sessions to determine if that person is a good fit for you.
You may want to look into Cognitive Behavioral Therapy (CBT) and Dialectical Behavioral Therapy (DBT) as an adjunct.
CBT helps you become aware of inaccurate or negative thinking, so you can view challenging situations more clearly and respond to them in a more effective way. If you use the workbook, you are able to work on each thought, dissecting them so that you better understand them. If/When those thoughts return you then know what they are based in and can change your thinking. It takes practice, but it works.
DBT helps you to develop coping strategies when difficult emotions/thoughts come up. Like you, one of my MI's is General Anxiety Disorder. In some instances CBT helps me identify why I am having an attack, but sometimes they just happen (poor brain chemistry). For the most part it is controlled through medication as well as talking it through with my therapist, but during those times when I don't have either available I have developed a DBT plan to help me get through. (Deep belly breathing, closing my eyes and picturing my inhale enter my body filling my lungs and picturing my exhale leaving, meditating on a candle flame as it dances, physically getting myself outside, around people, ...) Initially it takes work - I carry my plan with me at all times - but this to works.
From the time I was a child I felt something was wrong. It took 35 years before I sought help and only then because I had a breakdown. I thought I was controlling whatever "it" was, but through the work I've been doing with my therapists I see how unhappy I was and how much my life was impacted. Knowing and managing your mental health issues will change your life...it will make it better, it will make you stronger.
Good luck.