Well for a formal diagnosis of Dysthymia, I believe you have to have a steady period for 2 years of mild depression that doesn't include any manic-type of behaviors (as this could differentiate between dysthymia and bipolar disorder). It sounds like this has been going on for awhile. The first thing you should do you did, which was to check for physical causes (thyroid, iron levels can often be causes of lethargy and mild depression). Maybe now a therapist can help guide you in the right direction.