It is normal to be sad for a few months or even a year after the death of a loved one; medicalizing grief is wrong. In this case, "depression" is not wrong and is normal.
It is normal to be depressed about being trapped in a difficult situation - but the better solution is working to fix it. As they say, depression is often anger without the enthusiasm. Medication is not the right action, unless the depression accompanies long term physical pain - in that case, pain management is more suitable than psychiatric drugs.
Everyone has anxiety once in a while. Permanent anxiety either means you live with overly critical and/or abusive people or there's a chemical imbalance in the body.
Bipolar or manic depression IS a chemical imbalance and biological condition that needs to be managed by medication. The body cannot regulate the moods, so you get highs alternating with lows.
Some people with bipolar disorder only get treated for the depression, because they see nothing wrong with the high states (enjoy it, see it as creative, think it is normal, fail to recognize the state as unhealthy). In other cases, the bipolar high is treated as a behavioral disorder, like shopaholic or insomnia or oppositional defiant disorder, whereas the depression isn't properly recognized as a problem.
But you can have anxiety WITH bipolar, and the anxiety may be a byproduct of the high swings of the bipolar disorder.
In short: life experiences can shape anxiety and trigger bouts of depression, but anxiety and depression that are long lasting need some sort of intervention. And bipolar is ALWAYS something to treat medically.