This is also my 1st Holiday Gluten free, and I totally get how you are feeling. We go to my in-laws for Thanksgiving. So I had to call my Father in law twice to make sure he was getting a turkey that was Gluten free and then to find out if he was going to stuff it or not. It causes so much anxiety. I hate feeling like a burden. I am just bringing my own sides.
It sorta sucks 1st holiday, I am sure it gets easier as you adjust to the new lifestyle. But i understand about the depression. I wish I could hibernate for the next 5-6 weeks.
Hope you have good holiday and all goes smoothly.