Hi Lori,
You are definitely not alone. While each person's experiences are unique, they are similar enough that those of us with depression and anxiety can certainly relate. To that old saying that God doesn't give you any more than what you can handle, I once heard Mother Theresa say "Sometimes I wish God didn't trust me so much." So I guess if someone like her can feel overwhelmed then we're all entitled to question our burdens.
My illness, like yours, is multi-faceted. I have chronic recurrent major depression, dysthemia, generalized anxiety disorder with mild agoraphobia, and I also have a dissociative disorder called depersonalization. That's when I don't feel like I'm real, like I'm not part of the world, like there's a barrier between me and everyone and everything else. And the icing on the cake is that during times of stress, I regress and have difficulty speaking. I am not telling you all of this to make you feel bad. It's not a competition. I just wanted you to know that there are others who have to cope with multiple issues.
It's not death that I long for so much as peace. I want my head to shut off. There are days when the noise in my brain (my own thoughts) drives me nuts (please excuse the pun) and then I go to sleep and have bizarre dreams. I wake up emotionally and mentally exhausted.
I too have asked God why? Why do some people seem to have so much to bear? I don't have an answer. My therapist is a great help to me. I really don't think I would be here today if it were not for him. I know that I am lucky because there are a lot of us out there who can't find or don't have the resources to get the help we so desparately need.
Please don't give up. It's OK to get angry. It's OK to think that it's not fair. It's OK to feel tired and sad and overwhelmed also. It's sounds so trite but please hang in there.
Take care.