Hi and welcome!
Sorry to hear what you are going thru, as mentioned before, we have all been there (unfortunately!)
Did the docs tell you to take Folic Acid as a supplement while on methotrexate? It'll help with the fatigue. Taking a B complex vitamin will also help. I didn't feel "well" on methotrexate though not sick, it did help with the joint pain. Docs stated I wasn't technically allergic to it - but I had some problems while on it that I've never had before nor since. I know a lot of people who do just fine on it with no problems.
I believe methotrexate also takes some time to build in your system and takes a while before you see full results.
Also, it is very common to become depressed when not well - especially when you are first having to accept and adjust to the fact something is happening to you that you cannot control. If it continues to the point it is affecting your daily life, I would get help. I know we all say that "I wouldn't be sad if I wasn't in pain" but what do you do when it's taking so darn long for the pain to ease up? Sometimes, it's just finding someone to talk to on a regular basis other times you might need more. HW has been great for me, but in the past, the pain was so great that I did go on an anti-depressant to help me cope for about a year. I had great success with it - I don't know if was just helping me cope or the "pain management" actually stopped the signals of pain to my brain to be lesser as it seemed to soften the blow of agony. Maybe both. The bottom line is, you are not alone nor should you have to be so sad while trying to get better. Find support in as many ways as possible to help you get through this 'painful' time.
Take care. ***