If you are taking steroids (ie prednisone) for some of those conditions, it can cause or contribute to the high cholesterol, insomnia, and high blood pressure. It can also contribute to the fatigue.
Your disease and the prednisone as well as other medications can lower your immune system.
Usually people w/ autoimmune problems don't get sick. It's the immune supresants that cause problems. But one of the thing that lupus does is it causes inflammation. So it can cause lung problems.
But low adrenals can cause similar symptoms too.
What kind of symptoms are you having?