Seriously, when you see your doctor demand extensive thyroid testing. Certain types of thyroid disease mimics transient depression and can be severe. I have also seen several posts regarding vitaminD, and that information is invaluable, have your doctor do a D blood test as well. You do not need a prescription, go to the pharmacy and ask for......MAXIMUM D3, 10,000 IU. Take one a day for a week and then one capsule every week thereafter. You will feel significantly better . Even if you are clinically depressed the D will help fight in. Remember one thing........depression eventually lifts and what you are feeling today can change in a heartbeat. Look at depression as a voice from God to encourage you to look inward for answers and change in your life.
I'm horning in here uninvited, but I just want to say that your insight seems to be very accurate, and not something the ordinary physician nay completely miss. Twice in my life I had depressive episodes that just floored me, but they were both occasions when I knew I was not right with God, and I had to repent big time. If you look at this closely, turning from habitual sin is a withdrawal process, in psychological jargon.
Getting right with God in the end makes you feel much better! That's the change going on that you mentioned. Satan just hates to lose control over you when you reach out to Jesus in full faith, and He reaches out and pulls you out of the miry pit, and puts a new song in you.