I cycle back and forth between anxiety and depression. My T thinks my main issue (my words not hers, I can't remember exactly how she said it) is anxiety and that the high anxiety eventually exhausts me and I become depressed. Sounds like this may be happening to you too.

My T gave me handout with a visual model to explain this. It shows the up and down curve like you'd see on a heart rate monitor. the anxietity is the top part of the curve and is called Hyperarousal. The bottom of the curve is when I dip down into depression/hypoarousal.