I've long suspected that my depression & OCD were caused by some immune response. It all started very suddenly when I had a very bad illness. Unfortunately I have yet to find a doctor that believes me and is willing to do anything other than giving me the standard medications.
There are also a number of very expensive autoimmune panels from Quest and Mayo Clinic for neurological stuff which can be worth running through, but only do these if your insurance will cover them, they’re up to 10k each, and the results aren’t necessarily going to help you in any way.
Diseases such as Lyme and mononucleosis are also known to cause a number of different autoimmune problems. Unfortunately doctors aren’t very good at recognizing this and it can take a long stressful odyssey to get properly diagnoses.
For some types of autoimmune illness there are some options such as Low Dose Naltrexone which work well for some people, but not others. In cases like Lyme, properly treating the illness and clearing the Lyme can eventually lead to the autoimmunity going away also.
(Note: in your case LDN has a big warning that in some people it can cause depression, I tried LDN and the depression it triggered was no joke, but it came on fairly shortly after starting and passed after stopping thankfully, and when I tried it again the same happened so it was clear what was happening. I just say this so if you do try it you are very aware and monitor yourself.)