Good for you for having 5 days sober!
I think you're feeling 'normal' for what you're going through. It's very emotional and difficult to start to deal with life without benefit of alcohol to numb things. It's just going to take some time to get used to it. If it continues you might want to check with your dr. It could be that the depression/anxiety will lift as your sobriety continues. If not, then your dr might be of help.