As a couple of other people have said, it is so not ok that your parents took your medication away. If they don't believe that you're unwell, then you need to seek support from people who will understand what you're experiencing and be able to listen without judgement. Is there anyone else you can talk to - a teacher, school counsellor, a helpline, an online or local group for LGBT young people, your own doctor, anyone? You shouldn't be going through this alone.

If you can, call CPS. Your parents are medically abusing you by refusing to give you the medication you were perscribed. You likely need to be in therapy, it sounds like your anxiety and depression are somewhat severe.

There is a lot of good advice in the previous comments. Take it to heart. I especially believe that positive thoughts will help you. Write them down as suggested by Pix3M. Surround yourself in positive thought and positive people. Please, I beg you, throw away any thoughts about what is normal. It's a broad spectrum in the psychology books. You are better off making your own life and not stress over what you think it should be. I'm sorrry you are in pain. Don't wish or seek an end to your life, but instead reach out. There are enough people who care.

You deserve to be happy and you are worthy. You might be in a difficult time at the moment, but those times will pass soon. 
And you have to keep in mind that depression and anxiety are absolutely treatable. (Not immidiately but soon.)
Please, never consider giving up in any way, because you are going to get better.
You may not see it at the moment, but you have a purpose in life and there are people who love you.

You can call that hotline for support: National Youth Crisis Hotline
1-800-448-4663

And you can visit that great website regularly and read their articles about gaining happiness and overcoming obstacles in life.
tinybuddha.com  (Its just a little recommendation from me, you should most importantly see a good therapist or call that hotline. There are plenty people and organizations who will be willing to help you.)

Find a purpose and fulfill it.

The good thing is, you realize that you want to find happiness, that you don't like where you are right now. It gives us the insight that you can still be saved. You are special, you just need to find the area/aspect of your life that makes you feel good and not wallow in the sad part of life.

You are good in arts, focus on that.. that will be your medicine, a way of coping. Look for people with the same interests as you, it's important that you find a place where you belong, where you're comfortable. Look for someone you can trust, and talk to them, gradually let them in.. be it a friend, a teacher or a counselor. You should have a way or positively releasing all these pent up stuffs inside you.

You're still a kid, and almost everyone has their demons and while your facing yours, some are battling them, conquering them and someday that will be you. Your problem has been faced by numerous people and just like them you will succeed. You may not be happy where you are but give it time.. weeks or years from now, you'll look back and remember the trials in your life and how those things made you a stronger person.

Sometimes childhood just isn't happy. Everyone has this idea of "normal kid" that just isn't how it works for some people. But look forward to the day you can move away and live your life on your terms. Work hard to make that day happen.

 Is there a counsellor at school who can help you? I don't think your parents should be able to just take away your meds like that. Can you tell your doctor that they did that? 

Are you able to get yourself a support network online - people you can talk to who have been through the same kinds of things, maybe? 

The key to happines is progression.

There is nothing better in life, knowing that you have improved in some way.
Want to be happy, find something you think you can improve. And you just keep improving in life.
You will then see you have progressed as a person and have become a better person in general. 

That will make you happe. That is the simple way.
All the hard stuff is taking the step to actually do stuff. No one can help you with that exept you.
There is no special way to do stuff. You gotta be able to do that yourself. 

Sure death will stop all the pain. But that is boring and it really does not do anything for anyone. Death stops you from progressing in life. Literally. Because when you are dead you don´t exist anymore.
Stop caring about people. If you can´t do that, then too bad. 
Find someone good to care about then. 

Life will always be full of hardships, I'm not going to sugarcoat it for you. The beauty in life is overcoming those hardships. I may not have experienced as much pain as you and others I know, but I know pain.

The most common way I deal with my problems is venting. Whether it be art or poetry, it does wonders to help me feel better. Sure, I may feel anger, pain, sadness, loneliness, or even cry, but it really helps me emotionally.

Another way is to talk to others. I've talked to many people over the years, and I cherish all of them. They have all been instrumental in my times of need and my life. Don't be afraid to talk to your fellow comrades, as most if not all are willing to listen. You just need to be brave and jump head in, let the emotions flow, and you'll feel much better.

I'm also fairly lucky to be able to bounce back easily and quickly from most things. Many don't seem lucky enough to be like this, so this is kind of useless.

Anyway, see if these work out for you. These are just my two cents, and I hope you feel better. Cheers.

Well, you know what's wrong and in many ways I can relate to the feeling of wanting a car to hit me, I used to think like that too. 

However, you need to talk to someone who can guide you through these hardships. If your parents aren't supportive, you need to find someone who is. I battled my parents for years with no positive outcome and it was a war I somehow knew was lost the minute it was declared. Parents who are blind to their own child's suffering, gosh that's hard and I know exactly how hard it can be. 

Sadly not much can be done in that department, but perhaps one day they'll wake up. 

Anyway, you need to wake up too and stop hating yourself and your life. You haven't been hit by a meteor, you don't suffer from any terminal diseases. So, you have more options than many others and you have more resources to really make this life yours. You should try to lift yourself up, brush off the dirt and start taking control of it. Tell yourself you can do it and that you won't let anyone, especially not yourself - push you down, because you'll just get back up again. 

Take every day as it comes, embrace the good it brings and shrug off the bad. It's a step by step process, so perhaps try to smile more? Focus on the good things in your life? Your friends if you have any and even if not, make some? Don't give up, that's the worst thing you can do. 

You are who you are and that's being someone unique because no one is like you. Don't let others tell you to be someone else, that's just silly. You have something special to offer that no one else does, so use it, utilize it and keep it safe. 

If your parents won't help you, you'll need to help yourself and find someone who will offer you support, be it a close friend or another doctor or anyone you feel you can rely on. 

An exercise I'm trying to do to make myself a more positive person, write down a small list of good things that happened today, like 3 or 5. If nothing seems worth writing down, just start with the most seemingly small and stupid things, like "that chocolate bar I had earlier today tasted good".

Is there anyone you can talk to - a friend, a counselor at school, a coach, teacher, etc - that you trust?

I'm really worried for you OP. You were given those meds for a reason - it's wrong and abusive that your parents took them away.