That doesn't sound uncommon at all, actually. As Fizzyo said, it's probably just described differently by different people. I feel a heaviness and yeah, foggy when I'm depressed. When it's really severe, I can sometimes dissociate--I'm there but not there, if that makes sense. It's like I'm going through my day in a haze, like I'm moving underwater. I remember only general things about my day.I usually try not to drive when I'm like that; I ran a red light this past spring when I was feeling that way and totaled my car. I'm incredibly fortunate the other person and I weren't seriously hurt.
Is it possibly a sort of dissociation? I'm just tossing it out there.