Just out of curiosity, where in the states have you moved to? From what I know, most of the middle east and Italy have tons of sunshine? Even within the numerous states I’ve lived, several days of gloomy weather in a row, and I get depressed and somewhat anxious. I know I am extremely sensitive to environmental stuff, but could something like this be a contributing factor?
I’m not sure where in PA, but for me, when it’s cloudy and gloomy out, I just go into this dark mental hole. A SAD light might help. Some are cheap and crappy though so do some research. For the cold, make sure you have some good quality clothes/shoes and try to get out for a short walk daily. It’s really hard for me to do when I’m depressed but it does help a little. Maybe there are some people in your neighborhood that walk regularly?