I feel that way a lot, too. Just lost. I think the world is set up so that we feel lost in it.
I see you say you're working out but not losing much weight. This is a huge issue with weight loss which depresses people. My advice is to hide your scale and don't use it. Keep working out. The working out part is doing so much more for you than you realize. Your body is changing even if the weight is not coming off in numbers, but it will. However, the scale is demotivation, so get rid of it. I work with registered dietitians so this is one of the main things they tell people who are losing weight!
I don't think you're fooling yourself. Depression is just like that. It clouds everything and you have to fight through it, which is hard. It will change, tho. Remember this is also the time of year for depression to creep up, you're not alone.