There are mood disorders that can have psychotic aspects as well such as depression or bipolar with psychotic features or schizoaffective disorder (schizophrenia with a mood disorder). Depression and other mood disorders can sometimes change over time or have certain aspects emerge such as psychosis that weren't as noticable before. However only a psychiatrist would be able to understand the clinical specifics.
It would be essential to update your psychiatrist if you are diagnosed with depression and have started to have new symptoms especially the ones that you described. Also it would be important to use a mood tracker and see if the psychotic thoughts and related concerns come and go or if they are present all the time. Then you could print out the results for your psychiatrist who would be better able to understand how to follow up within their clinical discretion. Also its important to understand that all this is treatable.