I went undiagnosed for a long time, maybe 8 years or so, maybe more, and thought I was a nervous wreck in that time. My Mum had even said that perhaps I should see a psychiatrist. I had panic, anxiety, depression, nervousness - it was fairly constant.
I realise now that that nervy feeling now often appears (for me anyway) when the disease is active, but not obvious - like before a relapse. I had noticed I get a huge, unreal burst of nervous energy, anxiety etc before a relapse. I have now learnt to try to calm myself, chill a bit, before it strikes. The last time this happened I rested when I got the nervousness and the relapse only was minimal, just a bit of optic neuritis. And I agree about anti-depressents making no difference. I took anti-d's for about 6 months a few years ago to get me through a bleak patch, and I was just as nervous. Maybe even more so. Just much much less shy on the anti-d's - I became a party girl extrovert, it was great!
I look back now and I think I was putting a physical feeling (anxiety) onto things in my life, like fitting the feeling to an issue, and complicating how I was coming across to everyone, even myself. Does that make any sense?
I think it takes a long time to sort out what is going on for yourself with MS. 9 years after dx I'm just starting to slightly get the hang of it!
p.s. as CureOrBust says prednisolone has effects like this too - I was so "revved up" when I take prednisolone, my anxiety was double what it normally was.