I've heard of people, possibly like yourself, who are prone to mild or even severe depression when things change - who do better in year round sunny locations. In fact, an old roomate of mine moved here specifically at the suggestion from her doctor because she battles with depression and bi-polar. Your case sounds nothing nearly so serious as hers, but some people may just do better with the sunshine.
But - you already live in sunny AZ - so that must not be it. Another thing about my friend - she seems to snap out of her issues when she works out daily and keeps busy.
Then again, that seems to work for me too. If I always have something to accomplish, my mood is energetic and refreshed. Yes, I am exhausted by the end of the day - but it's a good thing! So I would suggest starting your day for yourself - a 1 mile walk or jog at minimum. Then go home and make yourself a super healthy protein smoothie (recipe at the end). Do not turn on the TV during the day, but rather do something productive with your spare time, like planting a flower bed or small garden, working for others at the food bank or your church, or visiting a friend. Maybe take a pottery class or go to the library and research something you've always wanted to know about.
Smoothies you can make at home that are super healthy and delicious!
Serves 2:
4-6 ice cubes
1/2 - 3/4 cup frozen mixed fruit (berries, pineapple, peaches, mango, banana, etc)
1 serving chocolate, vanilla, or coconut protein powder
8-10 fresh spinach leaves, rinsed
3/4 cup water
optional: 1 serving yogurt, plain yogurt, or a few tblsp coconut milk
Blend till smooth. (invest in straws)
Best of luck to you V.!