Should I take a semester off and/or transfer?

You say that you don’t have medical insurance, but I’d thought that all universities in the US now require you to be on some sort of health plan. Is it that your insurance doesn’t cover counseling? I ask because a lot of the issues you write here sound, to me, like they are related to your depression. It’s possible that getting into treatment for your depression might help you regain control over some of these other issues as well. Can you talk to your regular doctor about your health issues, and find out what treatments might be available to you that might be covered by your insurance?

Similarly, does your university offer any counseling services that aren’t done by grad students, but instead are conducted by licensed and experienced professionals?