No you're not the first and won't be the last!
Firstly try www.pandasfoundation.org.uk/ whilst it looks like its more geared towards post n depression, they know a lot about pre too. Help line or you can easily write via email.
I'm so sorry you've been feeling anxious, I too have suffered crippling anxiety this pregnancy but am a lot better now.
In my experience the mws at the hospital are more used to dealing with those suffering from anxiety than the community midwives, as are doctors. I was eventually referred to the perinatal team for counselling which helped a lot, and they discussed trying sertraline (ive successfully used beta blockers before but had difficulties with ads - my anxiety/depression is always linked to a wobbling thyroid) but it was (and I) decided that once my thyroid was stabilised I'd be fine, as always happens. I was reluctant to take more time off work but in the end realised there was no way I could get better or continue to work - I teach very autistic children, they need continuity and its a very demanding job. I think anxiety is extremely common in pregnancy (almost natural in that it makes us more cautious) but it's recognising when it tips out of control, and interferes with life which you may well be able to recognise if you've experienced it before. Anxiety also can easily morph into depression.
I think the early days are the hardest - joining some antenatal classes eg yoga,etc were very hard at first (i sometimes missed them when really bad) but have helped me both meet other women and begin to reconnect with the world, and nct classes, whilst I was sceptical, have helped in a similar way. Other women have had a crap time too and I don't feel such a failure. For me, the last trimester is the time I've begun to enjoy.
It's very alienating as you feel you should be enjoying it and people who have a) never experienced anxiety and depression and b) have never experienced pregnancy, cannot fathom how you might feel. Keep seeing your doctor and being honest about your feelings. If you feel able to, try building routines in that make you do something eg swimming, aquanatal, walks, yoga etc. I'm not finding antenatal yoga as good as my normal yoga but its nice to be around other pregnant women :)
Also, please remember (incase some numpty says this) that just because you've had anxiety/depression in the past, and are experiencing some now, does not mean you will get pnd - in fact this assumption by others and your self increases the chance. I've been told there's research to support not assuming there will be a problem based on history (by medical/ mw staff) results in far less pnd.
Take care and best wishes - and congratulations! Xx