I was diagnosed with ADD when I was younger. I also have depression. I can relate to your situation very closely.
ADD can be associated with depression and many recent studies link them. They're both associated with a lack of the neurotransmitter dopamine, although depression is also associated with serotonin and norepinephrine. Anxiety is also related to low levels of dopamine. The separation between causing different symptoms is related to if particular areas have low amounts of dopamine transmission, but often times it's universal in that there's just a general lack of dopamine produced through out the brain therefore causing multiple problems (affecting areas involving concentration, happiness, etc).
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Neo-Cortex, Frontal Lobe
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