Snowathlete
My experience is as follows:
1) There has been recognisable reactive melancholy/despair common in CFS/ME Akin, I would think, to your depression, but loss consequent on CFS - job, identity, hope, future etc This is a very common reactive depression among us.
2) There has been an anergic and ahedonic state which arose from long term fatigue, especially as over exertion has was encouraged and practiced in my case.
These are both distinguishable from ME/CFS symptoms, 1) more psychological crisis and 2) more biological adaptation but not CFS/ME.
3) There is a form of depression in my case related to HPA dysfunction with high cortisol, interrupted sleep, heavy palpitations and coinciding with general worsening of physical ME/CFS symptoms, pain, fatigue, tinnitus, muscle twitching etc.. I am inclined to see this as part of the overall ME/CFS/whatever in my case, possibly an endogenous attempt to disinflame the system.
The last thing I need is a psychologising doctor who says 3) is all psychological and asks me about my dreams, or another from the opposite camp, who denies that this phenomenon has anything to do with CFS/ME because it causes high cortisol and is therefore by definition "not ME".