I added an antidepressant because I had too. My thoughts were dark and my brain was going down it's own path without me. I was really on the fence about doing an anti depressant. I don't like to take medications and at the time I was having cortisol surges with most things I took including vitamin and supplements.
I know everyone is different and has a different reaction to a substance. You can try adding Hyland's Mag.Pos. to increase absorption of the Magnesium. Frequent urination happens to me when my cortisol surges and the high cortisol effects my sleep at night. I take Trazodone to help me sleep. I have also added bone broth and/or gelatin at night to help me sleep and get much needing calming amino acids. I take GABA, L-theanine, and Trytophan all to replenish the lost amino acids from stress. Everybody has their own combination of what amino's they need. I recently had a relative that was diagnosed as Bi-polar and have done a lot of research on it lately. Amino acids help with that as well.
Interesting what you said about DHEA. I don't know what my DHEA is when I am healthy but when I had my AF was bad and I was really sick my DHEA was in the normal range. I always thought my genetics played a role in the fact I look pretty young for my age. My mom looks really young.