You seem to have great insight into this, Mogeii--a good analytical mind complemented by lots of self-honesty. Of course, since you're dealing with depression everything is complicated by also taking place on an uphill path with a hundred-pound backpack tied on ...
My experience has been that the combination of good diet plus exercise goes a long way in helping with the sleep problem. I know, exercise is so hard for most of us to accomplish--walking is a good one though. Unless the gym "thing" is something you really like, it generally adds to life's overall problems--stress and anxiety and displeasure at "having" to do it. Have you explored the exercise programs on TV? Do you have a Wii or Xbox? ... If so, there are an array of exercise programs for those you can check out at your public library.
The relation of self-talk to physical health fascinates me. Sometimes I feel better as soon as I know exactly what my problem is & I can focus on my cure. Many times, like you, I will realize that I'm anxious about something--that anxiety is causing the problem--& immediately physical symptoms vanish ... but "knowing it away" seldom works for me more than once. IDK why, but reading in the literature supports my experience & yours too apparently.
Keep posting. I'm glad you've found PsychCentral ... Keep in touch.
Roadie