Just depression or something else?

Hi guys! I've just found this great forum and I wanted to ask something. I'll try to keep it as short as I can! I'm sorry if this is in the wrong section
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First, some background
I've been diagnosed with major depression, only.

• I'm extremely shy and awkward around people, and prefer a thousand times to stay alone in my bedroom.
• Having too much attention on myself makes me incredibly uncomfortable.
• I can't go in crowded places without feeling agitated and sick.
• I feel anxious just going to the store or even having to say hi to someone.

Etc
That's why I try to avoid these situations as much as I can.
As far as I know, I've always been like this

The problem is... School was literally the only thing that made me leave my house, and after finishing it, I started isolating myself. A lot.

I don't work or study, and it's been months since I've left the house or seen any of my friends. I'm still in contact with them, but when they invite me over, I never, never want to go, although I love them with all my heart!!
I just want to be alone, but I don't want to lose them, because they're the only friends I've ever had ??

So, my question is: I've read a lot about Avoidant personality disorder, and I can't help but identify with every single symptom and people's stories.
However, my psychiatrist said it was impossible for me to have it, because in that case I wouldn't have any friends at all, and my behaviour is just part of my depression.

I do believe that I have some sort of anxiety issue, however? but I'm not sure and I didn't want to start arguing with my psychiatrist (cause he's the expert, you know )

What do you guys think?