I'm in a similar situation, having been transferred to a different city for work. What I find is, the workplace is rarely the best place to meet friends, volunteering for events put on by clubs is a better place to meet people than by actually doing club events, and yes, being out in the sunlight exercising helps. So does working with my hands - sewing, gardening, etc. There is some evidence that the parts of the brain that experience satisfaction are connected with the parts that activate the hands, and possibly this is why depression levels have been climbing as our lives have gotten easier and we have fewer and fewer things to do at home to feed and clothe ourselves.
You might also want to get your vitamin B12 levels checked. Depression is one of the symptoms of a deficiency in B12.