Yes, I experience the same! I'll go as far as to say that mixed episodes/dysphoric mania and agitated depressions are by far the worst part of bipolar, at least for me. Much harder to deal with than "just" depression.

For me the difference between agitated depressions and mixed episodes is pretty fuzzy sometimes. I guess the main difference is that in mixed episodes my mood becomes labile and I'll rapidly swing from very depressed to euphoric, whereas in agitated depressions my mood remains depressed the whole time. But both feature lots of anxiety and insomnia, paranoia, and so on, which are the worst. I guess I always sort of have a baseline of anxiety, but it gets much worse during these sorts of episodes.