Anxiety can be part of depression, but only if it is considered minor in it's symptoms. If you feel your anxiety is just as much an issue as your depression and the symptoms are disruptive enough in your life to cause you distress, then you may have a separate diagnosis of anxiety.
The type of anxiety you describe is social anxiety. But I am wondering if you also may have symptoms of Post Traumatic Stress Syndrome, not necessarily the disorder itself, but just symptoms. Your anxiety started after a major trauma, which is usually how PTSD starts. And finding out your daughter was abused then having the abuser kill himself is a lot of trauma.
Have you seen anyone to help you figure out what kind of anxiety you are dealing with? That may help you know how to treat it. CBT is usually very effective with anxiety. But it is not a cure all. Therapists who combine therapy types, called Eclectic, may be more effective for you. That type of therapy uses a little bit from different psychological theories to tailor the therapy to the client. I find that helps clients more since it fits their needs rather than forcing them into a certain type of therapy.
Self help at home is something else you can try. It is sometimes as effective as therapy. There are many resources that can help you, including books, self help groups (on line and in person), tapes and on line resources. Here are some to get you started:
The Anxiety & Phobia Workbook by Edmund J. Bourne
The Mindfulness and Acceptance Workbook for Anxiety: A Guide to Breaking Free from Anxiety, Phobias, and Worry Using Acceptance and Commitment Therapy by John P. Forsyth and Georg H. Eifert
A Life Less Anxious: Freedom from panic attacks and social anxiety without drugs or therapy by Steve Pavilanis and Patricia Alma Lee
You can find these books on Amazon.com or your local library may have them for you.
I hope this gives you some options. If you should want to talk again, I would be happy to help!