Susan - I can totally relate to what you're going through because I'm going through the exact same thing right now. I was actually kind of glad to see your post (not that I'm glad you or I are going through this), but at least I don't feel so alone and maybe you won't either.
I am the same. Started out with mostly anxiety and panic, and now it feels more like depression. It takes just so much to do one little activity and I'm so tired all the time. I can relate when you said you feel like you are dying. That is what I feel like too, like, this is it, I'm going to die soon. But maybe that's just the impending doom feeling that depressed people get. I think it's confusing for us anxiety sufferers that when this happens, we don't know how to take it or it can be discouraging.
Right now I'm getting my thyroid checked because recently I was told my heart rate is very fast - even when lying down. That can make a person both anxious, but also tired because your heart is working hard all the time. Did you have thyroid blood work? I'm also going to a cardiologist.
Also, be careful with the Xanax. I take clonazepam and have for 7 years now, so I don't think it plays into my current state. But a dr. recently prescribed me xanax (for the fast heart rate) and when I got the prescription back and saw that depression was a possible side effect, I said "forget it" - I'm already feeling depressed. So, just something to consider, but don't stop taking suddenly.
As for therapy, I know what you mean about not affording it. But I really am at the point where I feel like I need an objective third party to help me work through it. My husband and family are pretty sick of hearing about it too. They are supportive, but I know it's not fair to them. Many therapists offer sliding scales (lower rates) if you have money issues. I found one but she wasn't all that great and it discouraged me so much. But, I am just going to keep trying until I find someone who is good and who will work with me moneywise. Also many counties have community programs that offer free or low cost services if you qualify.
In the meantime, if you feel you need someone to talk to, you can contact me via private message. I feel pretty alone through this too, so I really wouldn't mind.
Also, I did find this helpful link for overcoming depression:
<A HREF="
http://www.helpguide.org/mental/depression_tips.htm" TARGET=_blank>
http://www.helpguide.org/mental/depression_tips.htm</A>
Maybe someone else will post with some suggestions too. Hang in there and take care of yourself.
God Bless,
Melanie