The depression I've seen in dogs has always been related to a very specific event (i.e., another pet has died in the house, a person has died, they've been re-homed etc.). So, it doesn't really sound like this to me.
But, anytime there is an appetite change in a dog, you really need to get to a vet - as this is a sign that the dog really is not feeling well at all. This appetite change, coupled with the lethargy makes me think there could be something going on here.
Btw, welcome to YT - I'm glad you found us, wish it was under better circumstances. Please update when you can and good luck with your baby.