Anxiety & Depression. Same. kindly help.

Hello. I've been diagnosed with Depression, and have been prescribed medication for the same. I now take Daxid (50mg) & Etirest (0.5mg) on a daily basis. Earlier I used to get panic attacks on a daily basis. After I've started the medication, they've reduced but still haven't completely gone away. It's been 3 months now. Lately, for a couple of weeks now, I'm having terrible mood swings, frightful nightmares, and often wake up in the night & can't go back to sleep again. As a result of which am always tired, anxious, irritated, and worried. Lately, my father's death, followed by my grandfather's death have started to haunt me daily, and I've no coping mechanism for the same. Kindly help. Thanks in advance!