Yes, it not only can be but often is not only combined with depression but caused by it. But as for the anxiety, labels are useful in some ways but not usually for the person suffering the anxiety -- it can attach to anything because it's a way the brain has become prone to thinking for reasons most of us never figure out. So for you right now it's HIV, but it could just as easily be something else. The important thing to focus on is why you think anxious thoughts that make you life miserable. This is why therapy is so important even when it doesn't work, because it helps to focus the mind on what the real problem is, which is how we think. In my case, my anxiety originally attached to travel phobias. With you it's health. But for both of us it's not helping any.