As far as I know, depression and anxiety are quite closely linked, as one usually leads to the other. Perhaps your treatment may be making you feel, a little out of control of something. OCD is your way of controlling certain things which bring about distress. If you feel you might lose such control, it may perhaps make you feel a little down. Also as you say you feel hopeless. undoing your habits brought about by anxiety seems almost impossible to cure, and perhaps you feel you may not be able to overcome it. This is natural though, but in time you will realise that your habits and feelings can be changed for the better. Best of luck, I hope it goes well.