Hello! I’m currently 25, with ADD and Depression- and I ran into kind of what you are describing a few years ago when I was still working with balancing my medication. I found that too high an ADD dose and too low a depression-medication dose made me feel that way. I needed something for my ADD to get through classwork- but if I didn’t have my fluoxetine (or early on, too low of a dose) that the anxiety got BAD. I’d leave my art classes during work-time to walk a lap around the building just to try to calm down a bit. So, for me, the anxiety and overwhelming noise in my head went away when we raised the dose for my depression medication. With that I felt much less sad, more happy and more calm.
Remember that ADHD medication is a stimulant, and for anxiety- people usually take something that is not a stimulant. (Like self-medicating with alcohol to calm down, because alcohol is a depressant. – which I do not condone doing!!)
So talk to your doctor, and consider acting on your Depression more if you’re still feeling sad and overwhelmed. But you’ll have to work out what is right for you!