Things feel like they're changing

My boyfriend and I have been dating for about 9 months and I love him more than life itself. I've recently grown very depressed and anxious, I've always been depressed and anxious but it has heightened since I started taking my bc. My boyfriend, I feel, has gotten very distance since all of this has happened. For both of us, this is our first serious relationship and I don't know if he's figuring out how to deal with my depressed and anxious ways or what. I've tried to bring it up and he says that nothing has changed and he's just really worried about me and wants to see me happy. Does anyone have any ideas on how I can calm my anxiety and depression on my own? I still have two weeks before I go to the obgyn to switch my bc. And do you guys think this is odd behavior in my boyfriend to be distant at a time like this?