My first winter in NYC was very rough and I didn't understand why at first. I got a blood test at the doc and he said my vitamin D was very low. I committed to walking in the sun at least a half hour a day, weather permitting, and I never really had issues again. Part of the issue was I was spending a lot of time walking outside but not in sunlight due to the tall buildings. Just my anecdotal 2c
I live in Seattle and have been depressed for a while. I had my Vitamin D3 levels checked via blood test, and they were really low. Started taking 5,000 IU per day, and I feel exactly the same as before.
If redressing your vitamin D levels doesn't fix it, look for hidden mold and/or allergies.