I recommend dipping into a little Heidegger if you want to read a theory about the possible explanations of your anxieties. William Blattner's introductory text to Being & Time is a good companion to the Macquarrie & Robinson translation of the text.
As a taste, here's something along the lines of what the early Heidegger may have said:
What you're experiencing is anxiety, also known as angst. Fortunately for you, anxiety is the kind of mood that reveals what we are (I take the answer to the question of what we are to be beyond the purview of your question). The cause of anxiety is the contingency of our being. For example, imagine I’m a doctor. My being a doctor is contingent on both the existence of patients to treat, and —perhaps more importantly— my going about a certain kind of activity in dealing with said patients. If I consistently fail to perform my duties as a doctor, I cease to be a doctor in (at least) the existential sense, and become a quack. You can use a similar conceptual framework for thinking about yourself as a good person, a good sibling, etc..
An important fact about anxiety is that there’s a motivated running away from who we are to avoid it (anxiety). This running away constitutes what Heidegger refers to as falling into inauthenticity, or the being of the Anyone. The Anyone is, according to Blattner "a pattern of anonymous normativity that lays out the framework in terms of which we understand ourselves, our fellows, and our world in our average everydayness.” I think your desire to acquire things like fancy cars and the like is predicated on an underlying desire to live according to the normative framework provided by the Anyone. This is referred to as inauthenticity. The alternative to this is authenticity. Here’s Heidegger on what that is: "If Dasein discovers the world in its own way and brings it close, if it discloses to itself its own authentic Being, then this discovery of the ‘world’ and this disclosure of Dasein are always accomplished as a clearing-away of concealments and obscurities, as a breaking up of the disguises with which Dasein bars its own way.” (167/129)
Heidegger never wrote the ethical companion to Being in Time, so the extent to which one should actually be authentic isn’t clear. It’s easy to see how too much authenticity could make one overly kooky and unable to relate to others. In any case, the phenomenological literature of which Heidegger’s writing is a part is quite rich with these kinds of conceptual tools for engaging with these kinds of problems.
Now, if I’m to take my philosophy hat off for a moment, I might recommend some other approaches to at least supplement the philosophical approach:
If you’re concerned that your anxiety and sadness is getting worse or is at a level that might be described as “clinical,” then try seeking the advice of a professional psychotherapist. While I love philosophy, I’ve found it hasn’t done much for my own psychological health; it really only gives you conceptual tools.
Additionally, I’ve been practicing a form of Soto Zen Buddhism under the instruction of qualified teachers for a number of years, and I’ve found it quite helpful in a certain sense. While buddhism doesn’t replace the professional treatment of psychiatric conditions, it can certainly help you work with the suffering that arises in your life such that you can more easily articulate (in an embodied way) the person you mean to be. As a first read, I recommend Kosho Uchiyama’s Opening the Hand of Thought. The book is full of sound practical advice, and is a good introduction to the Zen way of encountering your life, insofar as such a thing can be nailed down in a book. Also, if you’re interested in Zen, I strongly recommend finding a teacher to work with on a personal and ideally face-to-face basis.
Best of luck!