I have learned that when you have a migraine your stomach stops absorbing matter which is why a lot of medications don't work. Sublingual are more effective. I take gravol (anti-nausea medication) to calm my stomach and let the medications work.
I often experience nausea and diarrhea when I have a migraine. I generally experience stomach pain and take Pariet daily because it is believed that the pain is linked to my medications. The nausea and diarrhea come on with the migraine so I know they're not connected to my anti-depressant or any other medications.
I find that taking my daily medications with food helps minimize my stomach pain and sometimes my nausea as well. When my stomach is really upset and the diarrhea and nausea are really bad, I find Pepto Bismol helps.
It wasn't until recently that I realized that anti-depressants caused stomach / esophogeal pain.
I feel the same way you do. My doctors don't know if the depression causes the migraines or the migraines cause the depression. I tell them if I didn't have chronic migraines I wouldn't be depressed. :)
Try to keep your chin up. I have found that I have difficult times and that it does get better. Keep asking your doctors. Change doctors. The squeaky wheel does eventually get the oil.