What term refers to anxiety or apprehension often accompanied by depression?

The term "angst" specifically denotes a profound sense of anxiety or apprehension that can be intertwined with feelings of depression. It captures the essence of a deep emotional disturbance that is not only related to fear or worry but also encompasses a broader existential dread or unease about life and one’s place in it.

In many philosophical and psychological contexts, angst reflects an overarching discomfort with the nature of existence and can manifest as a chronic, unsettling state of mind. This distinguishes it from terms like agitation, which refers more directly to a state of nervous excitement or restlessness, or anxiety, which is more focused on tension and worry without that additional layer of existential concern. Alienation, on the other hand, refers to feeling isolated or estranged, without the intrinsic tie to anxiety or depression that angst embodies. This makes "angst" the most fitting term that combines both the anxiety and melancholic elements described in the question.