I'm so sorry you are having such a rough time with your family. It's hard for some people to understand what you are going through when they cant see it clearly, unlike say a broken leg etc.... Unfortunately with depression and anxiety they are hidden deep within our thoughts and feelings, and it's hard for people who haven't been through something themselves to see.
My mum was very supportive but still couldn't completely understand what i was going through. All she could see was someone apparently not doing a lot to help themselves, and getting lower and lower. My dad was completely unsupportive and thought i was just being 'silly'. I tried to explain how sometimes i felt so down it was hard to breath, and how hopeless and tiring everything seemed, i tried to explain what it's like spending the whole day trying to feel just a little bit better, and then waking up feeling just as bad as you felt the morning before, and the one before that etc....
Some people think they can shock or scare you into 'pulling yourself together' by making threats or being horrible, almost shouting it out of you! That personally doesn't work for me either and just sends me down further. My dad used to think i was just not bothering to do anything to help myself and i should 'pull my socks up'! Because they cant access your inner most feelings and feel the pain or fear you are feeling. Personally when i'm on a bad downer i cant easily, if at all, communicate how i'm feeling at the time, it's like my brain just shuts down.
Sometimes people are either fearful of the unknown, or fear that your depression is a result of something they have, or haven't said or done, so they can react defensively to it. My partner used to get really concerned it was something he'd done to upset me, but once i explained it was in no way a reflection of anything he'd said or done, he was ok about it. I bought him one of those simple basic chemist guides to depression to read through. When people are informed they tend to react to the whole thing better, because theres no fear of the unknown going on. Saying that some poeple just don't want to know, and don't really care.
Do you have any close friends you can confide in? The few friends i do have these days are the best friends i've ever had, i lost contact with the fair weathered friends who genuinely only cared if you were alright and couldn't be bothered if you weren't. My friends just accept that if i'm down, i'm down, and visa versa, me with them. I know it's not the same but it's nice to have this forum and be with similar minded people who are experiencing similar things. There's something very special about not having to explain yourself, and just feeling what you're feeling.
The thing is your anxiety and depression are a part of you at the moment, and if your family care for you they have to accept the whole of you (warts and all so to speak - horrible expression i know!)
I hope you manage to resolve something with them, because it's important to have the support you need, will be thinking of you,