I was planning to definitely tell my supervisor through the contracting company in person (although I have only really seen him once since being hired).

My paid time off and sick leave are combined, and I was pretty sick a few weeks ago so pretty much at 0 right now (it accrues sloooowly).

You are right with the depression/anxiety etc. It has always been a problem but manageable, and I don't really like admitting it. It has recently become much less manageable. Trying to be active towards taking care of it