Looking at your medication,
Don't know anything really about Prozac, but the Thyrorine well I do know about that, as I too have underactive thyroid..
Underactive thyroid can make blood sugar difficult to control, and it can make weight loss difficult as well, so you need to ensure that you are on the correct dose of thyroxine that is controlling your underactive thryoid, this should help matters in both cases..
You don't say whether you are carb counting, so that you match your insulin to carbs you eat, which is the most effective method of controling blood sugars but also avoiding weight gains... As a lot of diabetics will actually gain weight due to feeding the insulin that they are injecting rather than matching what they eat with insulin... I would enquire whether your diabetic clinic provides the DAFNE or similar carb counting cause and ask to attend this...
As to beating yourself up too much, sometimes taking a step back and relaxing a little can be good, as yes some can get themselves into right old pickles trying too hard, but must admit it's very dependant on the individual, but sometimes worth a try to see what happens..