[throwaway111213]

I feel sad because I feel that I have some major health problem. If somehow I knew that I didn't have anything and all my problems stopped then I believe I'd feel better.

I don't talk to other doctors about being sad or not enjoying life or thinking about my health problems all the time. I am too shy to talk about that.

[borski]

But that is exactly the thing you need to be talking about with them. You likely have some psychological things that can be addressed through therapy or with a psychiatrist, while also looking for the biological causes (if any). There is no shame in getting help.