Can social anxiety disorder progress into depression?

I've been diagnosed with social anxiety disorder and OCD by a psychologist I saw a while back. I don't see her anymore because she was sort of rude, but I don't want to go into that right now.
Recently I've been having major issues just going to sleep. I've been feeling really worthless, numb to everything. I've been having major suicidal thoughts on a daily basis, but when I'm just about to take action I manage to force myself to sit down or stop for a minute and think myself out of it. It's scary because sometime it's bound to not work like it's been working. I think I've been feeling this way because the social anxiety and ocd can be really debilitating to me. People think I'm mentally incompetent because of it, but I'm actually really smart. I will sit for hours before I go to sleep checking that everything is turned off, fridge shut, doors locked, sinks off, because I think if I leave something plugged in the house will burn down or the sinks will overflow and flood, etc. I have to check it multiple times because I doubt myself. I get really bad panic attacks during the day. I'll get a few random ones at home. Lately when I'm in my room alone, I'll be doing homework and I'll have a panic attack and its hurts so bad I have to lay down. It burns too much for me to stand or breath too fast and I just lay on the floor until it's over. It feels like I'm about to die. I don't talk to anyone at school unless they talk to me first and even then I can't really make a conversation because I'll get too nervous. Sometimes at lunch period I have to go to the bathroom and throw up I'll get myself so worked up. Therapy didn't really work out, because I didn't feel comfortable talking to someone about my day. I felt I was wasting other people's money for something trivial, I mean you're basically paying someone to pretend they care about your quirks and issues. With my anxiety, when I get nervous my back and shoulders tense up greatly. I know it doesn't sound like much, but when i bend over or reach for something the vertebra's in my back will crack and it hurts, i don't want to move. Whenever I walk in a large open space, I feel like I'm walking wrong. I'm worried about my arms, my hands what I'm doing with them. All the people that used to say hi to me once in a while just quit all together, they probably wrote me off as a lost cause because they probably thought I wasn't even trying to talk to them at all. That's ok. I've been alone for a long time and it's not a new concept. Next year I really want to take a business ROP class and they go out to banks and credit unions and it's a entrepreneurship and the program is supposed to land you with a part-time and possible full time job after the class if you do good. I'm just not sure if I can handle it.
What can I do to help this? My parents refuse to put me on medication, they don't really understand or care much about the issue. I drink tea sometimes at night and exercise on the weekends. I just want to know anything that will help?
 
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