I myself am a BPD sufferer, I can relate situations back to when I was a child also. Symptoms are present all of your life however it is not until you are in a stressful situation that a lot more symptoms show themselves in a bigger mannerism. Which causes people to seek medical attention. People say not to search symptoms upon the internet, however in my instances I feel that you should do so if it is causing you confusion and stress of not knowing what it is as that can worsen symptoms, at least if you have some idea as to what you have you can be at peace of mind slightly. However, I would agree a psychiatrist evaluation would be better than a individual diagnosis as you will be able to get proper treatment. :) In answer to your question I suffer from bouts of depression and anxiety, it co-insides with the BPD as you can go into deep depression over relationships etc.. and anxiety because you feel threatened by being in the same room as the people you dislike. They are all interlinked with one another highly in this medical condition as with many personality disorders people tend to have more than one mental illness.
If you ever need to talk at all about this, feel free to PM me at any time for any advice or basic information.
I know a couple of people that have been diagnosed with borderline personality disorder and some of them do suffer from anxiety/depression. However I would not self diagnose myself if I were you.
If you are not currently seeing a psychatrist I would suggest that you consider seeing one. You need to get to the bottom of what is causing your anxiety and a therapist can help you do that. You can overcome anxiety.
Make sure you are eating right, getting enough sleep and exercise. Try not to research your "symptoms" on the net you are only going to cause yourself to have more anxiety.
I hope you feel better soon....