The depression is because of feeling unhappy about a situation you do not feel you have the power to change. The cough points to anger with someone close to your heart - a partner, parent, sibling or offspring. You do need to find a way to resolve the tension there, and return to the love and harmony.

Look at root chakra issues in your life - money, home, job, mother - and what was going on in those areas four years ago when the symptoms began - and you will see the tensions that need to be resolved for your healing. You have been continuing to give yourself reasons to stay in an unhappy situation, and you do need to do something different.

Ask yourself what you have been finding emotionally difficult to listen to - complaints, arguments, etc. - and either find the way to de-sensitize yourself, or resolve the situation, or leave the situation.

You need relaxation techniques, and you also need to look at root chakra issues - money, home, job. See my answer to Ques.2

You might not be doing what you really want to do. Ask yourself why you are studying what you are studying. Is it something you find as your passion, or are you doing it for someone else? Live your own passion, live your dream, and you will find yourself energized.