I'm not any kind of expert on depression, but I guess I'd say to try to talk as openly as you can to your midwife about how you feel. I imagine she will have come across other women previously that have similar feelings and will be able to help you find someone to talk to if you feel you need support from a counsellor.
She may also be able to reassure you about your fears about the birth - surely your concerns are very natural without being at all logical, if you see what I mean.
I know it's easy to say, but try as much as you can to separate your own feelings from what your believe your family are thinking and feeling - it's your own baby, and your own concerns, not theirs, that are important.
Overall, I'd also just say that I think it's really really common for women to have mixed and conflicting emotions as their due dates approach, perhaps particularly with the first baby (but not only). You might feel it's unnatural to not be "excited" and to want to blank it all out, but please don't beat your self up - just take one step at a time and don't imagine you ought to be feeling a certain set of emotions.
No idea if that's remotely helpful, but wishing you all the best.
I have a history of depression but haven't been treated as such since I was a teenager, just self managed. I had a MMC last year and it hit me hard, it upset our families too as this will be the first grandchild. I'm pregnant now and very nearly at my due date and feeling under pressure - i'm really worried something will go wrong with the birth, if it does I'll feel like I've let everyone down (like last year?) And i'm reluctant to get excited or talk about it too much as if it's really happening.
Has anyone felt like this? Any advice? I saw a counsellor for a few session after last year's miscarriage but not sure what to do now.