Struggling with Depression and Anxiety in a Relationship

I’m having a REALLY hard time lately. My depression is SO bad and my anxiety is the same. I’m in a relationship with an amazing man who genuinely loves me, but lately he’s been saying I’m driving him crazy with all my emotional issues. He is literally all I have. If I screw up this relationship and lose him, that will be the end of my life. I don’t know if part of him is keeping me because he knows what I plan to do if I lose him. The biggest thing is that I really don’t know how to make this depression stop, or at least chill out. I’m so depressed all the time. I’m on meds, my doc just added a new one I started today. I hate myself so much for being this way. I really would like some answers as to what I did to deserve this “life”. I don’t expect anyone to have any answers. I just don’t really have anyone to talk to. So I thought I’d tell you all.