Yep it's classed as an anti anxiety med but can add to the effects to AD's when the AD isn't enough. When some are at the max AD dose(or max tolerated dose) and still not getting significant relief they sometimes add a med if other AD's weren't effective or well tolerated. Seems changing the AD med is not an option here so adding buspar or wellbutrin are options to discuss with the doc. I trust you get care from a pdoc(psychiatrist) right?
It's actually not a very good anti anxiety med but is sometimes used as an add on when more action on serotonin is desired to lift mood. Optimally one should try different meds until you find one that does it for you. If not then they find one that helps and is well tolerated and augment with another med like buspar or wellbutrin. Ask about them. Both are well tolerated but since depression is the main issue ask about slowly adding wellbutrin. PM me any time. Alankay.