You may have "transformed migraines" which often aren't as severe as regular migraines but are still debilitating. Talk to your doctor and get referred to a neurologist. One of the possible treatments is anti depressants which tackles both issues.
You could have a hormonal imbalance and also a thyroid probem. Please check with your doctor.
People on this site may have depression, but they cannot tell you what is wrong with you. I mean lots of people get headaches and can't lose weight, it does not mean they are depressed.
Are you saying you have depression because of this? You must visit a doctor
and discuss how you feel, and they will be able to diagnose what is wrong with you. I urge you to do this to put your mind at rest.
It is hard to help because you are very vague. How old are you? How long ha this been going on. I read one of your earlier posts about cutting and suicidal thoughts. I recommend going and seeing a therapist if you can. You can always come back here for support but some anti depressants and counseling may be necessary.