It is indeed very normal to have "swings" of depression to anxiety, and back to depression. The fact is, both depression and anxiety originate in the same center of the brain.
I suffer from anxiety, specifically panic disorder with panic attacks. But when I have been dealing with an episode of anxiety to long, some depression begins to set-in as well.
Think of it this way... You have a ceiling fan with lights in the middle of the room. On the wall is a double switch plate, one switch turns the light on and the other turns the fan on. The fan and light appear very different, just like anxiety and depression feel so different, yet the fan and light both run on the same electricity that they get from the wall switches.
As always, the very best to you, Zav!... Chuck