Hello AngstyLady: Yes, all of these various diagnoses can become very confusing. And attempting to sort out what diagnoses one does, or does not, have can be really confusing.
I've never been given a diagnosis by any of the mental health professionals I've seen. I presume that if I received one it would include depression of some sort or another, generalized anxiety disorder, and possibly Gender Identity Dysphoria. But, looking back, I also believe there was a time when I could have been diagnosed as having Borderline Personality Disorder. But who knows? At this point... I'm just a mildly crazy old person...