Yes, it's normal. I have to edit for my job and when I get depressed, I work so much slower because I have to reread things over and over. It's a pain in the ***. It's not your fault.

You are not a waste of space.

You have to pace yourself and take things little by little. Write more things down, if it helps. It helps me to sustain my focus if I know I'm in a place where I'll forget them.

Can you go and talk to a therapist?

Anxiety and depression are often comorbid. And you can often have depression due to anxiety, or anxiety due to depression. I get both, I still don't quite know which causes which. I know, it's a whole heap of fun to unravel. But generally, for me, it's the depression that kills my focus.