Iburggug--youv'e touched on a couple of things that I have quite a bit of familiarity with unfortunately--chronic depression and insomnia. As I know how life-ruining these both can be I have to throw my two cents in.

I've pretty much completely gotten rid of chronic depression over the last two years. I think the majority of that is thanks to bio-identical hormones, but I can't rule out improving my diet or removing artificial sweeteners completely. So I think you are on the right track with measuring your hormone levels and treating with bio-identicals. What Micki-sue said about fats--get plenty of the good ones, possibly supplement for Omega-3's. I try to eat as much pastured and wild meat as I can for the good fats. I think that also cutting back severely on alcohol and caffeine has helped.

The insomnia is still a work in progress. Unfortunately low-carb seems to exacerbate my insomnia, so I have to keep it moderate and ingest carbs in the evening. Hormone treatment has also made a big difference in this area. The other things I do include:
--using f.lux on the computer
--getting to bed on a very regular schedule
--blue-blocker goggles at bedtime, in middle of night.
--lots of good reading material
--completely rid my diet of caffeine
--caution with any other stimulants such as chocolate
--as above, much less alcohol
--VERY infrequent use of sleeping pills, including OTC, benzos, ibuprofen, etc..
I don't think that benadryl is a very good answer, but there is far worse, so you have to do what you have to do. But I think it likely that if you use it every night that you've built up tolerance, and it may just be a placebo at this point.

Regarding blood pressure--many that have been on low carb for a while report that their blood pressure normalizes, but it seems to take a while, like many months or even years. Good luck with your challenges, and know that you are doing the best diet to get you to better health in all ways!