Hi Livi,
If your doctors are really that bad, why not change GP's? You don't have to give a reason for wanting to leave. Ask around among people you know and see who what they think of their own doctors and you might get an idea that way of which surgery would be best for you.
I have depression too which has been helped by losing weight and, to a greater extent by exercising. I'm not sure if I would say that I ate as a punishment, but I can certainly agree with it being a vicious circle - I felt fat, horrible and worthless and so I ate partly out of habit but partly to make me feel better. That only makes the problem worse and so you feel even more down/guilty for eating and so it goes on.
I really think you should try and get another doctor if you are unhappy with their unsympathetic approach. My GP wasn't brilliant. Everytime I went, regardless of what it was about, I got "Well, because of your size..." I cried when I left the surgery each and every time. I had a bit of a go at her the last time I went and she was a bit taken aback. The next time I'm due to go in September, I plan on telling her exactly how lousy she made me feel.