Hi bigjim19,
I'm rather puzzled why your doctor thinks you need to do more to control your T2D since your single reported fasting BG isn't bad at all (though it could be a one-off. Pre and post prandial ones and an HbA1C would be a better indication of how you are doing.
I suffered from depression for over 30yrs ( am not depressed now, but still need anti-depressants to help me sleep). Unlike man/most, I get no 'endorphin rush' from exercise - to me it either needs to be for a purpose (walking to the shops , or because I take my health seriously after a triple Coronary Artery Bypass) otherwise it is just a chore.
If you like sport, why not see if you can play sport regularly? For me, the only sport I enjoyed was Off-Piste Skiing, which my heart problem and failing eyesight ( floaters) forced me to end.
My depression came back briefly after my T2 diagnosis, but once I took control of my diet and Blood Glucose I felt much more in control of my life - and thus my mood improved considerably.
Best wishes,
Ian