Normally I would say stick it out, but I completely understand how you're feeling, and it's not going to help your health or your grades if you're completely miserable.
I was in a similar predicament that yu are in. I also suffer from depression and anxiety and going off to school was not the best choice. I stuck it out for 3 and half years, but things got progressivly worse. Eventually I broke down, and barely completed my first semester of my senior year. I chose to take the next semester off to clear my head. I moved back home, and while things were a bit stressful (looking for some work while I wasn't in school), it was the best thing I could have done.
So my advice to you is that if you are miserable and don't want to be there, don't be there, becuase if you stay, I can only see things getting worse. It's best to be where you are happy.
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