Hi there... Can you tell us exactly what blood tests were done? Do you know if they happened to include thyroid testing? Tests for thyroid disorders should include TSH, Free T4 and Free T3 at the very least and ideally, would include tests for antibodies to determine if you might have an autoimmune condition.
Do you have any other symptoms besides the depression, fatigue (unable to stay awake) and being "all over the place" - I'll call that brain fog - :-) and the headache?
Those are some classic symptoms of thyroid conditions. Other conditions can include sudden weight changes, changes in digestion (constipation/diarrhea), changes in heart rate, hair loss, changes in skin - dry, scaly, itchy skin; dry, cracked nails, etc. There are a lot of other symptoms but we can start with those.
The symptoms you might have would depend on whether your thyroid is over producing (hyperthyroidism) or under producing (hypothyroidism).
Also, Vitamin B-12 deficiency can cause those symptoms, as well. Do you know if that was one of the tests that was done? It's not usually one of the standard tests as it's not included in any of the panels that are, typically, ordered.
Anyway, if you can tell me what blood tests you had done, we can go from there.
Dairy and other food sensitivities can cause brain inflammation. I recommend having a very strict no dairy diet for 3 weeks and see if you feel better. Your headaches AND depression may vanish!
Allergies can change very suddenly. The important thing to remember is there is NO test doctors can do for these types of “non-Ige” allergies. The only way to find out is if you feel better after a couple weeks. It DOES take a couple weeks for it to get out of your system. Stick with it!
For now, drink more liquids, and run or fast-walk four or five times a week.