Hi Nishan,
I'm afraid I have little knowledge of OCD, but I know it has a huge impact on people's lives. This impact, over time, could quite understandably lead to depression.
Also when people are depressed, it is much harder to cope with troubling thoughts which they may have kept a lid on when well.

I'm not surprised these two conditions can occur together.

Good luck as you try to find a way forward, may you find hope for the future and the support you need.