33 weeks: Nauseated, light headed, spacey and stressed

Regina
Just wondering if any of you ladies had any advice or suggestions on dealing with this. My pregnancy has been, physically, very smooth. I have a pre-existing depression disorder and haven't been able to take my medicine for the pregnancy and that has really made things difficult for me as far as my stress levels (which have been through the roof.) I try and eat healthy snacks, I keep a water bottle with me at all times and yet...I have a headache and am having a difficult time eating/keeping food down. I just don't feel right..like, I feel funky and like there's a haze hanging over me. 
My headache is focused on my temples and into my neck. I'm not the least bit hungry and I've been drinking water all day. I feel tired and yet...when I lay down to sleep or rest I find I'm not tired. I was at the store just a few minutes ago and felt like I was going to black out. 
Should I contact my doctor or is this just a normal pregnancy experience? I'm 33 weeks.