Sleeping..?

Brittany
This may be a bit strange.. Actually, I'm positive it is. 
Okay, I've had clinical depression for years now, but I just started medical treatment for it Last November (2014). For about the whole month of January I've had terrible insomnia, usually not getting to fall asleep until 3-4 in the morning, sometimes not until long after the sun has risen. I had trouble sleeping before the medication, but I haven't had any trouble since I started, until now. 
But that's not the strange part. For the last two weeks, I've been uncontrollably sobbing in my sleep. It doesn't fully wake me up, but I'm in between sleep and awake, so I can feel myself sobbing for real. I'm still dreaming as well. The dreams are completely random. It's never reoccurring, and the night before I wasn't even in the dream myself. I don't remember details of the dreams after the day gets going, and they don't scare me. Just leave me feeling empty and even more depressed than before I went to sleep. It's happened 5 times in the last 2 weeks, recently being night after night. When I finally do wake up, my eyes are red and burning as if I had cried all night. And I feel exhausted in every way. It makes it even harder than usual for me to get out of bed.
Has anybody else ever experienced anything like this? I don't know what I should do.. I can't even escape with sleep anymore.