Second, talk to a psychologist. Follow up that diagnosis. Maybe you are depressed, but maybe the cause of the depression is the pain you're in. Maybe you're not depressed at all. Having that diagnosis will cut off that set of probabilities, and force your doctor to move down the list to less likely possibilities.

Third, maybe get a heart rate monitor, and track that for a few nights. If your heart rate does shoot up to 150 while you're lying down (sometimes) you'd want your doctor to come up with a good explanation for that.

Fourth, perhaps most important, try going to a teaching hospital. It's much much better to have several residents with something to prove thinking real hard about your problem. Get several eyes on your case at the same time.

Think like a scientist. Accept you don't know what's going on, talk with your doctor about what the possibilities are - ask your doctor to assign probabilities to those possibilities. Come up with a plan to work through the list from most likely to least likely. Accept that maybe it is depression, rule that out so you can work further down the list.

Your doctor is just a person, maybe they're having a bad day or a bad year. That's fine, but you still need their expertise to get an answer. Don't contradict, but ask why they think X is most likely, and what's the best way to resolve or rule out X. They may not want to work with you, but you can certainly work with them.

At the end of the day, you want to feel better. I hope you can find someone that'll help solve that problem.

I didn't log anything but I was quite precise and trying to isolate things. Went on a clean diet right away. Tried to find what activity would get me in stable condition, since failing cardio is a vicious circle, I wanted to find a minimum amount of things to keep the machine active without further injury.

Someone suggested your 4th idea. By the time he talked me about it I was a bit lost. I even tried to talk to a hospital cardiologist, the secretary looked at me like I deserved to be in a mental institute.

I tried all I could to ensure discussion, but all the time, they look at me like a poor thing that needs a mood pill, because after all my BP is fine, and I could walk to him so why am I worrying. It's so difficult to find someone that looks at your problems. And to go back to the original topic, medicine is slow to evolve (as expected) and still too invasive. To investigate one told me I'd need a coronarography which is not a trivial exam. There's no in between for them, even though some have access to more recent tools (ultrasonic artery check, instead of echocardiogram, which doesn't take coronaries in account).

ps: at the 4th doctor, I did cave in and accepted anti depressant. It did relaxe muscles for a few days, leading to smoother blood flow. It didn't cure me of my problems, it just made me suffer less for them. The last night event had more impact on my health and mood than 6 months of visits and treatments. Medicine is hard, it's complex, people are human, these guy makes an important and difficult job dealing with pain and problems all day long, I don't deny that. That said, medicine needs to evolve, and I feel they're too satisfied [1] with their result to really reach the best.

[1] surely other factors are responsible for sub par health. Economy, politics, sociology, education... I'm not ignoring this too.

First, contact a psychologist, like talk therapy. They'll be able to back up or reject a depression diagnosis. Sure, it's possible it's all imaginary, but stuff like imaginary pain usually happens with amputees. Something happening that's a big deal. They'll also be able to provide some support in dealing with this whole mess. It's nice to have someone say, yah, you're not crazy, you're in a crazy situation and that would frustrate anyone.

Second, lots of anti-depressants have to build up to work. it takes weeks for them to have any sort of effect, and you should taper off of them. Read the details about how the one they gave you is supposed to work. It's not really surprising you felt better for a couple of days, you felt like you were making progress. Perhaps you were a little willing to overlook things that would worry you.

Maybe go back to doctor four after talking to a head shrinker. A therapist can help you express what you need from doctor 4. "I feel like i'm following your advice, but my other doctor and i think my depression (if you're even depressed, which seems like it hasn't been nailed down yet!) comes from the feeling that i'm not being taken seriously and current treatment doesn't seem to work very well." I'm trying X but X doesn't seem to be a complete solution, what else can we do?

In any case, things suck for you right now. You are not powerless, and i'm sure you'll find a way to make things better. You're on a tough road right now, i'm sure you have friends and family that care about you, and will support you through this struggle. If nothing else, there's a random internet stranger that is rooting for you.

If you stop breathing in your sleep, it can make your body enter a "flight or fight" state that makes your heart race and adrenaline rush through your system. It also decreases o2 saturation and the poor sleep quality negatively impacts daytime mood and concentration.

Consider getting a sleep study, at least to rule that out as the root cause

[1] My mom has S.A. I know it "first hand".