Hi and welcome,
I was wondering how your sugar levels were, as you know if they are high that can make you feel unwell or even low sugars especially as you have just changed your insulin. Another thought is have they checked you for vitamin B definciency or even your thyroid. You can have an underactive thyroid which makes you can weight or overactive you lose weight, but this can give you feelings of sweating, feeling cold, fatigue. I only know this by experience, but it may be worth talking to your GP, DNS or consultant.
Hope all goes well.
Take care
Tracey