While the pain of anxiety and depression cannot be denied, neither can it be avoided since they are part of the human condition, enabling us to become more fully human, more of who we can be.
Anxiety signals impending danger, actual or not, thus attempting to protect one from harm. An unrealistic danger indicates that an unconscious conflict, which may involve anything, is causing distress. Perhaps the desire for intimacy conflicting with its fear because of early life experiences, these being the bedrock of the adult personality.
Depression indicates a "depressing" of feelings for one of three reasons: being "stuck" because of an inability to decide what to do; sensing that one has deep problems and giving up; or having unsuccessfully attempted to emotionally reach a parent during early childhood, this creating feelings of inadequacy that can persist into adulthood and affect functioning.
Making significant life changes require confronting the unconscious conflicts which can afflict us all for these too are part of being human.