I had all of the above.
Depression and OCD to a lesser extent, but OCD did affect me. One of the symptoms is constant irrational thinking of the same thing over and over and over and over.
I would do that about madness. And, ironically, about OCD itself. I would excessively think disturbing thoughts about having OCD and then about being schtizophrenic.
A very very high majority of schtizophrenic people have the onset of symptoms before they are 20. Therefore if you are over that the chances of 'turning' schitzophrenic are very small (5% of cases from what I've read in the British Medical Journal)
That comforted me a little.
And then I had a conversation with my doctor about it which went like this:
"I think I'm going mad/schitzophrenic/nervous breakdown, etc"
Doc: "I'm afraid not. Madness, unfortunately, does not come out like that. If you had gone mad, you would not think you were 'insane', you would not know you were going 'insane'."
'Insanity' is not actually a clinical term. It is actually a legal term to explain those who are incapable of rational thought or therefore inable to act in legal transactions and be held accountable for their actions. But I digress.
'Neurosis' is the word which best describes the feeling of 'going mad'. It's most commonly used in psychoanalysis, but has creeped its way into common use. It's no longer used by the DSM but it's still worthy of a mention.
Neurosis is whereby the sufferer feels that they are going mad, however it is due to stress or distress.
In short, no - we are not going and will not 'turn' mad. We are suffering stress. Madness, I always thought, would have been a sweet release.