I'm going to give the CBT a go and have sel referred this morning.
I've done some more research and have bought into the diagnosis some more when I discovered the definitions for anxious personality disorder which describe me to a tee.
I believe the depression is a symptom of the personality disorder, rather than the issue itself and the CBT is more likely to address this root cause.
As for depression or sexuality - neither are an acceptable compromise or outcome for me, but appreciate others have different outlooks and views.