I'm not sure if I have depression and/or anxiety. I doubt that I do. But there are instances when I feel sad, I feel alone. My thoughts consume me. It's a sick feeling to let those overpower you while you keep telling yourself that this is just temporary, this is not true. I'm usually doing pretty okay, but there are days when this feeling hits me again. The only time I don't feel it is when I'm distracted by other things, or when I'm high or when I'm with my small group of friends. I've tried to adopt hobbies to distract me from this too and it's been quite successful. Then there are days where I get these episodes where my chest feels weird. It feels like there's a hole there which is trying to close on itself and pulling at the edges or trying the consume the edges of itself. This usually occurs with a difficulty to breathe. This lasts for a several minutes after which it harmoniously transforms into a sinking feeling again. I'm only posting this here because inside I think I might explode if I don't talk to someone. I have nobody to talk to right now who I think would listen.
I have felt something similar to what you described when I had acute depression. Since then I tried to find different ways to improve my life, including my attitude, the way I treated people in my life and how often I would reach out to them, taking up productive activities and hobbies, eating better, etc.
A friend let me borrow a book called Mud and Lotus by Thich Nhat Hanh. It was very relevant to me and taught me how to embrace and transform suffering