Dysthymia is more of a chronic condition anyway. I wouldn't think you would be MDD because you are still functional. Dysthymia and MDD together are dx'd as double depression.
Most of the dr.s I know wouldn't give you a diagnosis of Borderline until they had seen you for awhile. So he's likely to be hesitant there. Practitioners like to diagnose to their own conclusions and not automatically dx the same as others. The dx. they come up with is more of an art form than definitive proof and it relies heavily with their worldview and their empathy for the client.
If I saw 10 clients charts, each seeing 2 doctors a piece. I would likely see at least 20 dx. It's really sad.
If you don't feel confident with this dr., you should seek another opinion 85% of getting better is about your relationship with your practitioner.