+1 on seeing a GYN or endocrinologist who specializes in menopause. Don't just go to "any" GYN, since many of them focus more on obstetrics and younger women's issues. When I was having problems that I later self-diagnosed as perimenopause (with a great deal of certainty in retrospect), two GYNs completely blew me off.

I was seeing a doctor this summer who dismissed my symptoms, wouldn't recognize that she was out of her depth with my injury, and objected to my seeing another doctor. Guess who I'm not seeing any more. I'm lucky in that my insurance doesn't require pre-approval, though. If your PCP refuses a referral, especially if your insurance requires one, I'd think seriously about getting a new PCP.

+1 on what's been said also about not categorically rejecting drugs just because they were first approved as antidepressants. It's wise to be wary of ANY drug, and completely understand the risks and benefits before taking it, but also to understand that the side effect profile may be much milder on the very low dosages that are typically prescribed for menopausal symptoms. Personally, if I had to choose between most hormones and most antidepressants, I'd pick the antidepressant every time...