Help please! My dog is sick :(

It does sound like your dog is depressed. That's a lot to go through for a pet who may not understand why he's in pain. He may even feel he's done something wrong and is being punished. If your first vet didn't seem willing to really listen to your concerns, you might try getting a second opinion. I'd let the new vet know that's why you're there and be sure to mention the changes. He might need medication, he might need some physical therapy. It can't hurt to get a different perspective on your dog.