depressed after exercise and bored and headaches

I am 21 and suffer from depression,anxiety and probably adhd.Doing exercise doesn't help me,for example after i go to the gym i feel very tired,bored,depressed.You may say i over do it,but in comparison with all my friends i do not overdo it.When do some type of exercise i statrt feeling pressure in my head,forehead,temples,neck.This thing is going on for about 8 years.I also feel very cold in the winter,i have to dress with more clothes than the average person,or else i get headaches or catch flu.In the summer i have problems with the heat,it gives me heaches,it makes me nervous when all the other people are fine.
I have done blood tests,EKG and where fine.Thyroid is fine too
Could i have a cardiac disorder?

[CCFCardio MD2]

Your condition does not sound related to your heart.  Please tell your primary care physician about your symptoms so they can be evaluated.

Best of luck.