What's Causing This??!!

Hello everyone. I will try to make this brief. In April I went through several health scares: Pulmonary Embolism, heart arrhythmia, high bp, allergic reaction to a medication. Around this time, I also relocated to a new state for my job. After all of that, I started to get severe anxiety and depression. Ive managed to get a partial handle on the anxiety through short term use of klonopin as well as CBT and meditation. The depression, though, has been a different story. Since April, without fail, I get this overwhelming depression every evening. The depression is extreme. I wont go into the symptoms as Im sure many here know that feeling. Im seeing a therapist and a psych. The psych had me on Zoloft which was awful so Im discontinuing meds at least for now. Im extremely athletic, eat very healthy, socialize, get plenty of sleep and sunshine. With all of this, I still get the devastating depression EVERY SINGLE DAY, and it's now October (so 6 months now). Im reading everything I can get my hands on to inform me as to how I can get over this. Any advice or speculation as to what's causing this would be life saving at this point.
Thank you!!!

So you function normally all day and then get devastating depression each night? That is a very odd pattern.

You may want to look up health conditions, especially heart conditions and depression. I believe research shows a strong link.

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Yes! You are very correct in the heart health/mental health connection. Im only 36 but made some dietary changes after the issues I mentioned in April. I had been doing a very fat heavy, Paleo style diet for many years. After I ran into the heart issues in April, I switched to a much lower fat, more plant based diet. Ive always been heavy into weight lifting, but have added running 3 times a week to my protocol now. Still, with 6 months of this, Im experiencing evening depression. Two different psychs have been unable to give me a reason or a solution.

Hi
My battery is running of but consider anemia as well

Thank you for your reply! And a very good suggestion. I did, thought, have my Red Blood Cell count checked and they are perfect.

Aside from the cause, does anyone have more suggestions as to what I could be doing to get over this depression? Other than what Ive listed that Im currently doing?
Thank you all!

Get your thyroid and vitamin D levels checked too.

Keep at the CBT and take up meditation. Proven methods effective for depression. Stress hormones could be the culprit given what you have been through health wise at your age and whatever other stress factors may be at play. Anything you can do to reduce stress. Anxiety and depression are often wrapped up in this very bizarre dance.

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if it's a daily pattern and you changed your diet maybe you are low on sugar at the time you feel bad? I used to feel really bad after running when I started it until I realized I should have eaten something.