Some of the common symptoms resembling anxiety which are seen in the context of depression include tension, worrying, and irritability. It could also be physical symptoms such as headaches, loss of energy, and fatigue, and it could be behavioral symptoms -- fidgeting, restlessness, sleep problems -- as well as gastrointestinal problems such as diarrhea, abdominal pain, and indigestion.

I don't know that it matters right now, if they are separate or not, if you are experiencing anxiety and depression, treat them both.