Re: anxiety getting me down
You should definitely talk to your doctor if you feel like the meds aren't helping, there are a variety they can try and different people react better to some than others.
There are books out there that you can use to do CBT therapy on your own as an extra help in between therapy sessions and if you are working with a therapist see if they can give you assignments to work on in between sessions and set goals to help you feel like you are making progress.
Two books I have used and are well regarded are:
"The Anxiety and Phobia Workbook" by Edmund Bourne phd
"Get Out of Your Mind And Into Your Life: The New Acceptance and Commitment Therapy" by Stephen Hayes
You should also see if you can find anxiety and/or depression support groups in your area.
I hope you are able to get some help in tackling your problem!