I'm glad you're at least able to snack in between--that's definitely important and I hope you're able to keep that up in addition to keeping hydrated.

maybe you've already considered this, but would it be helpful to ask either a mental health professional or general doctor specifically about any connections between your depression and more recent changes like taking up exercise and quitting smoking? I'm not a health professional, but I know sometimes even positive changes can be a lot for the body, especially with depression.

it sounds like your appetite is related to somewhat emotional feelings too--that inability to feel satisfied--so depression might have something to do with your appetite as you've said. personally, my appetite fluctuates because of my depression regardless of how well I'm doing in other areas like exercise, etc.

good luck!!