I was borderline hypothyroid in the UK, moved to the US and became within the range to be grated. Sadly, I didn't know that, and it wasn't until I was really seriously ill that I got tested again.
Anyway,ALL those symptoms sound familiar. I also have very low vit D, and I can feel its when my levels drop. I take several thousand units a day in winter, then cut back in summer.
Headaches that never go have also been helped by a c-pap. Thyroid glands often expend, I can feel the lump from mine in my throat, so it was causing sleep apnea even once the thyroid level was right.
Swap doctors and keep pushing, thyroid problems seem to be ignored unless you are seriously ill, rather than trying to prevent things getting worse.
It has taken just over a year for me to feel Ok since the first set of blood tests, and my gp is fairly certain that I will always feel run down in winter (I need a break in the sun each Feb, or so I tell dh). I am looking forward to this summer as the first time in a decade when I will have the energy to really enjoy myself.
You are not crazy or moaning for no good reason, keep asking for help til this is sorted out. Underlying health issues can be hard to diagnose, but that doesn't mean that your doctor shouldn't try.