Personally I would say yes, keep going.
I first stumbled upon this at my library a few years ago, liked the cover and the synopsis sounded interesting, so thought I'd give it a go. I'd never heard of Sarah Moss before.
I got through it really quickly, as I found it so easy to relate to Anna, and her constant battle with her home/work life. She has never-ending patience with her children, and for some reason that is a characteristic in her character that I really grew to admire.
You're right in that the characters all seem to be battling with their own personal demons, thus they come across as miserable and maybe quite self-centred. But I would encourage you to keep reading, because as the story develops and moves to it's conclusion things start taking a new direction and by the end I felt some uplifted.
I shan't say any more for fear of spoilers, but suffice to say that I went out and bought a paperback copy for myself and have read it again in recent months. Also, having enjoyed Night Waking so much, I have now added the rest of Sarah Moss's fiction novels to my collection of paperbacks on my bookshelf.
I shall be interested to see if you finish it and what your opinion is at the end.