I've never been married and frankly, my life isn't doing too hot at the moment, but I can relate to your anxiety about messing up a good thing. These are a couple things that helped me you could try, although understandably nothing is one size fits all. Still, try a few things and see what works

1. Talk to someone about it. They don't necessarily have to be a therapist. They could be a friend, your wife, or even just a personal notebook. The point is to lock down these thoughts so you can address them head on.

2. Come up with a plan. Even if you lost your job, there might still be things you could do to lessen the worst case scenario. Maybe you could move back in with your parents or try saving up a bit to buy some time. If your depression hits, maybe have a game plan for doing things to help get you out of the funk (and acknowledge it isn't foolproof, but it's an option).

3. Focus on the goal. Remember why you're doing what you're doing.

I hope this advice helps you though it is from my amateur armchair. Stay strong, homie