These disorders almost always involve a complex symptom picture which can include depression. They aren't nearly as common as depression, but they can cause similar symptoms. Sleep Disorders such as obstructive sleep apnea can also many of these symptoms. If you snore, or if you are aware that your sleep is disturbed you should look into these disorders. Depression remains a more common cause of most of these symptoms.
People are complex.
It is important to remember that people can have more than one diagnosis at a time. There are certainly people who have both clinical depression and low thyroid, for example. Some symptoms are more common in one disorder than the other, and this can help you begin to explore what diagnosis might fit you best. People with hypothyroidism, for example, frequently gain weight. This can happen in depression, of course, but it is even more common with low thyroid.