Advice?

Have any other moms struggled with depression and anxiety during pregnancy? Currently struggling and feel ashamed to go get help. The only reason I truly feel I’m alive today is because I’m pregnant and my baby’s life is important and innocent. I told my dr how I’ve been depressed but I have not been honest with how depressed I’ve been. I just figured maybe I would feel better or happier once the due date gets closer however I just feel the closer it gets the more stressed I’m becoming. Yes I’m excited to meet my little person, but because of my depression I just feel like I’ve failed my daughter already......