I am on medication for both depression and anxiety, but only in the past two-three years for the former. GAD, characterized often with associating panic/anxiety attacks or near attacks (i.e. on the edge), is no fun. In my case, I have had GAD since my mid-20s, about 30 years now. Anxiety attacks are rare now due to my medication, but lately I have been on edge, restless, in fact, all 7 states you mention below Samantha.
I would offer that worry and depression are not always intricately linked together. At least not in my case. I would be hard pressed to say which came first, but I believe worry (anxiety) did. Depression, which I was diagnosed with about 3 years ago, can oftentimes lead to suicidal thoughts when it is severe. At that point, there is usually no worrying whatsoever, only resignation, withdrawal from society and self-pity. Drinking excessively only makes matters worse and prevents medication from working in an optimal manner.
Sometimes I get fed up with worrying about being worried, a vicious circle of negativity and anxiety. Negative repetitive thinking as you mention below is often characterized by obsessive compulsive disorder (OCD) or ruminating as my counselor describes it. No doubt, however, if depression and anxiety are not directly related (same family), then they are most definitely first cousins, along with OCD and ruminating.
I have a lot more I could say from experience about depression and anxiety, but I would much rather leave space for others to describe/share their thoughts and experiences.
Love is all.