Does depression cause physical symptoms such as acne, et. cetera, what are some things caused by depression, externally?
You say 'clinical depression' have you been diagnosed? if not, it sounds like you need to see a doctor to rule out any other medical conditions, before you think of depression. I know that many people have this disease and do not get diagnosed soon enough so it makes people wonder about depression right away. the other poster is correct Thyroid disease is a big culpret for these symptoms. so are many other muscle/joint disorders. Please if you haven't been, go to a doctor and get a complete physical.
Their are diseases than can cause depression that also causes hair loss and skin changes. Pain in the joints and muscles can be caused by depression too. Fortunately their are good medications that work well for that kind of depression. Check Thyroid problems. Thyroid Disease can cause depression and hair loss and physical pain too.