Depression

Hello! I need advice. I've been dealing with depression and anxiety since I was about 12 (20 now) but every time a doctor asks I tell them I'm fine because I don't want to be "that guy" you know? Anywho, I'm not even sure how to deal with it at this point and being 23 weeks pregnant I'm very concerned for the babys health (and my own) I'm just not sure how to approach this subject with my doctor, so please give any advice it would be much appreciated. I'm very embarrassed about this so please be kind ladies, thank you 🌼