Distinguish stress, anxiety and depression
They differ by control and trajectory: stress resolves when its situation resolves; anxiety is a state you can't switch off (you'd find new stressors even if current ones vanished); depression is the point beyond, where you've given up and see no light at the end of the tunnel. Knowing which you're in points to the right response.
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Stress, anxiety and depression are not the same state, and telling them apart points to different responses. Stress is tied to a situation and resolves when the situation resolves. Anxiety persists independent of triggers — it’s a loss of control you can’t switch off; even if the current stressors vanished you’d find new ones to worry about, and the mind keeps forecasting that everything will get worse. Depression is the exhausted collapse past anxiety: the point where you’ve given up and see no light at the end of the tunnel.
Diagnose your own state by asking three questions: would removing the stressor actually help (stress), would you just find a new one (anxiety), or have you stopped believing change is possible at all (depression)? Note also that ADHD emotional dysregulation has a different time signature from a mood disorder: ADHD mood shifts tend to zigzag up and down quickly with an external trigger, whereas sustained multi-day blocks of intense energy point toward investigating a different diagnosis (e.g. bipolar) with a professional.