I was on Cymbalta and it helped alot! I didnt realize how much til i was forced off of it due to no insurance and no money. (the Republican plan i suppose). I would suggest it to you.
I have been treated with SSRIs and SNRIs for depression several years before I got Lyme. I was med free and doing great before Lyme. When I got Lyme, it caused anxiety/panic attacks. I never had panic attacks before.
In my experience SSRIs, and SNRIs don't work for my anxiety/panic. Before I got diagnosed they were trying to give me those with no success. I don't have much to complain about in terms of depression though.
What works for me for the anxiety and panic is benzodiazepines. They are a controlled substances (addictive), and some doctors are benzophobes. I take Klonopin 3x a day, and Ativan if I feel I need an extra kick. It's a pretty heavy dose, but I make sure I don't abuse the stuff.
If your anxiety is less severe, there are natural herbs that target the same receptors in the brain that actually work comparably to the medication I am taking. The natural stuff was working good for me until I started antibiotics. Kava kava is powerful if you get a good quality extract or pill from the health food store. You can combine that with Valerian, passionflower, hops, etc to get a more sedative effect. It really works well for mild to moderate anxiety and panic. The NIH states that kava may be as beneficial as benzodiazepine drugs without the risk of addiction.
If you aren't taking it already, make sure you are taking magnesium. This is one of the most important supplements you need. 61% of the normal population is deficient according to the FDA, and I'm sure even more with Lyme are deficient since the spirochete steals your magnesium. Magnesium can also help with anxiety, and relaxation of muscles.
For depression, 5-HTP supplement from your health food store can work well, and studies show a significant difference vs placebo.
In terms of pharmaceuticals, Tofranil is supposed to work great for anxiety and depression. It's a tricyclic antidepressant, it does have side effects, but studies show it's one of the best antidepressants for treatment of anxiety. If you are looking for something completely different, there is an antidepressant called Remeron. It is a NaSSA and a double-blind placebo controlled studies indicate that it is superior to most SSRIs and SNRIs. I hear the side effects can be bad though (primarily weight gain).
If your anxiety symptoms get severe like mine did, find a doctor that isn't afraid to prescribe benzodiazepines for anxiety. They work within minutes and I wouldn't have been able to tolerate the herxes from antibiotics without them. They may want to combine them with an antidepressant since you have depression. Anti-depressants can take a few weeks or more until you notice a difference. They can also worsen anxiety for the first few weeks.
Hope I covered everything.