How to ask for help

I've always had anxiety/depression issues since I was a young kid (I'm 21 now). But since I've been pregnant, it's gotten much worse. I'm now at the end of my pregnancy and I want to get help not only for me, but for my son. I want to be able to be the best mommy I can be for him. The problem
Is every time I plan on talking to a doctor I just can't. I get so scared and panicked that I either leave or don't go/call in the first place. My SO is the only one who knows what I'm going through and while he tries to help it doesn't feel like he really understands. I know I need help. And part of me wants help. I just don't know how to make the step to get it.