So ..I've got a place on the 8 week training course today that leads to a job that pays better than my current one. I was hoping to use this as a bit of leverage in my current job since my annual review is next month. So I talked to my line manager and he was like "well do what you feel is right but tbh nothing is going to happen because there's a hiring freeze on". That might all be the case but I'm really sad and really disappointed that he wouldn't even try and say something to HR with me. I really thought he'd fight in my corner and help me...I know it shouldn't be a big deal but I feel weirdly betrayed? 

If course I can quit and just go to the training and subsequent job. But my mental health has not been great and the current work is understanding and is a known quantity in this respect. I'm just starting to be useful in current job and the thought of starting from scratch is filling me with despair and anxiety. I'm just so tired all the time ...but then maybe I'm supposed to take a risk and take another job. I don't know what to do and can't sleep. Can anyone talk to me about this?