I would say they have more to do with anxiety.
Depression can have many different symptoms. What affects one person will not affect another. Physical symptoms are very common with depression and anxiety - but we cannot give you a diagnosis here of course. Have you been diagnosed with depression and prescribed medication? Medication itself can give side effects like those you describe.
It is difficult to tell you what is causing your sweats and chills without knowing a bit more about you.
Fear can cause chills and sweat which could be associated with some form of depression, but you really need an evaluation mentally and physically. I get chills and sweats from my thyroid disorder.