Tunnel vision

Can anyone help? I got diagnosed a couple of months ago with clinical depression and major anxiety, I don’t know what any of that means I’ve been taking meds they’ve only given me low doses and I’ve managed it. Lately though I’ve been getting tunnel vision. It’ll be for a second, when something so minor happens. Like when I get bad news, I got rejected from a job that I’d applied for and bam tunnel vision anxiety and that pressure on my chest. Or sometimes my grade when I see it. I dont know, should I go back to my doctors? I was supposed to have therapy but I never got around to it. Maybe I should go?