So you have sleep disturbance, constant tiredness, lack of concentration, anhedonia, and anxiety. At the same time you function well socially and academically. It is possible that you have a sub-threshold depression, an atypical depression or a dysthymic disorder. You really should go back to your doctor and discuss all of these symptoms, I think if he understands the bigger picture he might be more understanding. Usually docs say daft things like yours did when they can see something is wrong but don't have any answers there and then.

Hope you find some answers soon.