It might be a severe depression and anxiety to it, but remember that everyone gets better and it doesn't happen over night. It happen gradually.
To me, who only had to deal with my own depression, it sounds like you let yourself feel the more intense feelings - as the anger and the sadness. There are more feelings too in life.
Give your anger a hard time as it gives you a hard time: Stop, inspect and reflect.
Don't let your diagnose take everything away from you. You are still you and what others should THINK of you is not as important as what they SAY to you.
Know what YOU think of yourself, dare to be proud of things you've done and dare to be proud about taking a step and defining what you feel is going on with you.
There are a few clinical tests that should have been done to help you get the correct "level" of depression diagnosed. MADRS-S is one.
That was the only meassure I needed to know how my depression was. In fact, while one doctor told me it was LIFE, another told me it was anxiety and a third told me it was me being suicidal and depressed. Sigh! Hello, where's the DSM-IV?! I needed the correct diagnose - but when I finally got there, life was starting to go better again.
The counseling could have done very much for me had I just gotten it in time, but I am not sure if I'd have trusted myself this way today. No one can give their lives to their counselor and say: "Fix it."
You've got to take that step.
Add some work-out to get better self esteem. Build a muscle and two. That would probably help much on your self esteem and it would give you so much more inthe battle against anxiety and depression.
Remember that you're not going to feel this way forever. Don't believe that. (That's those two sititng on your shoulders arguing). You have started in the right end - you have made a list of what you need to deal with and that's exactly where you have to start.
Have you posted this in the Anxiety-forum too? They can maybe give you suggestions to how to deal with the anxiety about social situations.
When it comes down to the bottom line: Trust yourself.
It's incredibly much self esteem in a good workout at the gym too. Your entire posture will change.