Naa
Statistically more people with depression have panic attacks than the other way round. Depression is different from being sad. Depression is chemical, sad is mental. Being sad can be treated with CBT but actual depression needs missing chemicals replaced.
Depression can certainly cause anxiety, but so can just being sad.
A couple of questions: Is this depressed feeling new? How depressed? As in I can't do anything and it is so hard to even move or just I don't feel like doing anything. How up and down, so up you work all night and feel you don't need sleep and then so sad you only want to sleep or just more like life is letting you down sort of depressed with days that are okay.
I don't know what you are using for coping and relaxation skills so I can't say if you are doing CBT wrong. You could be.
The thought of taking medication is probably adding to your panic since you don't want to.
Is your Doctor a GP or a Psychiatrist?
It is not unusual to wake up early with a panic disorder if it is conditioning. Some people wake up in the middle of the night at the same time every night. Because it becomes annoying it creates panic which increases the chances of it happening. If it is just conditioning you can break the habit by forcing a change of thought by something as simple as getting up and making a cup of tea which you set by the bed and you don't need to drink it, but you do have to go back to sleep. If there is not enough time to do this before you have to get up then you can get up and feed the cat or brush your hair, look out the window, anything to make the waking up belong there, even though it doesn't so there is no reason to panic. I'm retired so I can do the cup of tea and go back to sleep thing no matter what time it is. Or I can just get up. What ever you do it has to be your choice, not panics choice.
Theodore is a seal point siamese I rescued from death as an unwanted kitten. He is going on seven. Jasper (jabber, he talks a lot) is a siamese but lighter but not with lynx point markings, just lighter because he is only around a year. He just showed up one day in May and I've managed to convince him it is okay to stay. I'm the only person he is not afraid of. He will come in to eat now and sleeps in the house when it is cold or wet. He is going to become a house cat like Theodore. (theodorable) Both are males.
I'm good, just tired and bears getting in my apple trees is making me sad and mad at the same time.
Davit