This, essentially. I have both anxiety and depression resulting from it, but it's such a personal, individualized condition that will differ on a case by case basis. Not everyone is going to feel the same way as someone else experiencing anxiety and depression. Their situations are always going to be unique to them. It's kind of a difficult thing to explain to people who have never had debilitating anxiety and depression as well. That's not to say a person can't imagine what it would be like, but you can't truly know what it feels like until you've experienced it personally.
I guess the best way to explain what anxiety is like (for me) would be to imagine the one thing that terrifies you most in this life, amplifying it by a trillion, and then make it a constant sentiment you feel on a day to day basis. Imagine it being the first thing you wake up to, the thing that riddles your mind, and the last thing you remember before passing out because you're so exhausted. That impending sense of doom, intense fear of the future to the point where you cannot function and take care of your responsibilities, to the point where it shapes the way you behave, think, feel, and generally your entire personality. Do the same with depression, but an intense sense of being alone in a deep, dark hole with no light, no other bodies around, no voices to talk to other than your warped inner monologue. Imagine being completely and utterly alone with nothing to pull you out and no sign of light or hope ever again.