I feel a bit worried about you. Maybe find a new doctor. Your current doctor saying it's probably linked with depression isn't very helpful, in my opinion. You might want to be tested for intestinal worms. Do you have any other symptoms?

If you can't eat the protein shakes, then try the regular ones made of high quality ice cream like Oberweis. For pregnancy, they recommend herbs such as peppermint or cinnamon (tea usually) for stimulating the appetite as well as green foods. Not sure if that would work for you or not.

One thing that might help is trying to eat on a schedule so you don't forget. I eat a bowl of cereal every day around 8:30, even when I'm not particularly hungry. (I read somewhere that it's horrible to miss breakfast and that even a donut is better than nothing. eating a donut in the morning would make me sick) Anyway, try to eat something every couple of hours, even if it's just a small amount. Do you tolerate peanut butter? Cheese? What foods do you enjoy? Anything?