I have anxiety and depression and find that when im talking i tend to forget what im saying half way through conversations. what will help?

Treat those: Both anxiety and depression typically cause focus difficulty, to the point sometimes where people think they are developing a Dementia. It would be a good idea to see a Psychiatrist and/or Psychotherapist for help treating the anxiety and depression.

Depression/memory: Depression and anxiety are known to cause memory problems, and I hope you are dealing with the underlying condition. What needs to explored with your health/mental health provider is "when did this start" - if in childhood/teens, you may have attention deficit disorder, often missed and thought to be a "daydreamer". Look at your school records, were you always forgetting to bring items?