Anyone with anxiety/depression feel ill or they're sick?

This all started with pain in my upper back/shortness of breath. That pain/shortness of breath, I think triggered a panic attack. I felt like I couldn't breathe, got really dizzy, and my heart was racing. Since then, I've seen the doctor, they ran blood tests and X-rays of my back and chest. Labs and X-rays looked great. This whole time, I've felt so tired. Like I could sleep forever. Couple weeks ago, I'm out and I get this pain in my neck that goes into my head and I get real dizzy.

Doc thinks it stems from depression and anxiety. Put me on Wellbutrin last week. That took me a bit to get used to. Wasn't sleeping well at all. I just don't understand where this pain came from. It's not like I hurt myself at all. And I've never considered myself an anxious person. And now being on this new drug, you don't know if that's causing more issues or helping? I even asked about Multiple Sclerosis because of the pain, weakness in my arms, and dizziness. He almost guaranteed me it wasn't that because my strength is still good and I've had no vision issues. I have also had no desire to do any of the things I like.

Anyone else with depression issues get weird pains or tingling in their back/arms/legs? Anyone else with depression feel like they're sick? My body's temperature control seems off where I'll get the chills(no fever) or I'll bust out into a sweat. I guess your brain is a powerful thing but I figured there was a reason for all this?