J.A.
PMS and PPD are caused by the same thing(s) ... Hormones!
They are nasty little buggers sometimes.
It seems that your hormones are cycling and at times causing this anxiety and depression.
Have you talked to your doctor about it?
If not, you should. I wouldn't necessarily recommend medication yet, as it's cyclical and meds aren't.
Birth control, if you aren't on any, might help or eliminate the problem by regulating your hormones. I personally had an IUD that I had to have removed because it was causing my hormones to go haywire after I had my son. So if you are on BC, talk to your doc and change it. If not, perhaps get on some (unless you want to have another baby soon).
Also, if you aren't taking a supplement (vitamin), start that. During the time you are anxious and depressed engage yourself mentally in the feelings and focus on ways to aleviate them. _MIND OVER MATTER_
Go for walks, take hot relaxing baths, get active, watch funny movies, listen to 'good mood' music (whatever that happens to be for you - for me listening to "angry" music puts me in a better mood). The fact that you are aware of the cycles should help you control it.
Best of luck!