3E!! That's us too (anxiety being #3).
JSMD have you tried counseling for your son? It helped my two. My DS8 (also ADHD) saw an anxiety counselor (privately) when he was 7, and my DD10 has met with the school counselor. Our school is really proactive about this kind of thing and runs regular programs (for all the kids) to counter-act anxiety.
Also, is he intellectually challenged outside of school? That can help as well. If he has a hobby or some other outlet for his mental energy this can help lift his spirits. It may not make him want to attend school any more, but it can soothe his angst.
I was the depressed, gifted kid, and home was my sanctuary after school - I spent all my time reading, drawing, and writing music. My parents wisely just let me be. My mom on occasion would say "why don't you call a friend and go out?" ...but never forced me to. Honestly, my parents are what got me through my depressed times. They were my anchor, and my "safe place."
Pemberly has an excellent point that you should make sure your son continues to attend school. A friend of mine has a friend with a gifted son who is so depressed that he is skipping school, which of course makes the school less likely to accelerate or enrich.
One other thought: have you ruled out (if that's possible) bullying? Would your DS open up and tell you if something like that was going on?
