Are you currently getting mental health help? If not, get it as soon as you can. This sounds so much like CFS with the level of depression. I had no aches or pains at first either, but now have Fibro too. I'm managing the depression with meds as I'd had a lot of talk therapy in the past. Finding the right med in the right dose is often a real challenge, but when you finally one that works, it's worth it!
Good luck!