Is there anyone with depression who has had OCD?

I lost my dog, Rufus, which caused depression to go into overdrive over 3 months ago. I have just had all these negative thoughts (some of pain, hurting, etc) overand I know there not rational and I have never had a mental illness before, and really don't fit it, I thave thyroid disorder and hormone imbalance(I didn't have my ovaries and all of a sudden my doctor gave me hormones at a high dose without checking) and WHAMA! I ended up in a psychiatric hospital, and they have given me an antidepressant(Lexapro) and Depakote(I was not diagnosed with bipolar or manic, just because of not being able to concentrate and anxiety). The Depakote is causing major side effects. I am trying to get off of it(She put me on 1000 right away) and now I am taking 500 mg 1 a day. I get to see a new doc in two weeks. I am not suicidal or homicidal. I just think I am down and depressed. Will this get better? I have only been taking lexapro for 1 1/2 weeks.