The best way to know if you have sleep apnea is to be tested for it. That generally can be accomplished by asking your primary care physician for a referral to a sleep disorders clinic. Here is a link to sleep disorder clinics across the U.S. You may find it helpful.
You have had anxiety and depression for a significant amount of time. Anxiety and depression can negatively affect your sleep. Many people with these disorders often complain of sleep disturbances. Sleep disturbances are common among both disorders. If someone is anxious and depressed then they may have a tendency to worry, especially at night. Excessive worrying can keep you awake at night. Throughout the day it’s easier to distract yourself with work, television and other activities. This is not the case at night when the room is quiet and you are trying to fall asleep. There is less distraction and that is why anxiety, for many people, tends to intensify at night.
As mentioned earlier, I would recommend an evaluation at a sleep disorders clinic. If sleep apnea is ruled out, then you should consider psychotherapy to address your anxiety and depression. Anxiety and depression generally do not occur in a vacuum. The reasons for feeling depressed and anxious need to be explored and addressed. That can be accomplished in therapy. Even if you are diagnosed with sleep apnea you may still find therapy beneficial. Therapy could teach you how to deal with your anxiety and depression. It can help you live a happier and more stress-free life.
I hope I’ve answered your questions. Please consider searching for a therapist. Here’s a website that you may find helpful. Thank you for your question. I wish you well.