You need to see a specialist they will be able to access you. If you are not ready for there, there is an organisation here in Australia called beyond blue, they have some self test that you can use www.beyondblue.org.au/resources/for-me
It will give you some indication.
Begin depressed doesn't mean that you want to end your existence. That is the most extreme case of depression, usually they will put you under 24 hours watch if you show that kind of behaviour
. CBT will help you with some part of your depression and anxiety problem. You might need other mental health coping technique to get through day to day life, that can only be recommend to you by a trained professional.
The beyond blue website is very good. Have a read through it and do the test. It has helped many Australians going through their depression.
Managing my pain one day at a time.