Firstly, I'm sorry to hear of your problems, I wish you the best of luck.
From my entirely non-medical viewpoint, you've been doing all the right things; weightloss, diet and exercise.
It doesn't sound as if you've slacked off any since you lost the weight so I'm sure this comes as a blow to you.
Have your Drs given any explanation for your high BP and trigs - having lost all that weight, I'm assuming that you got your BMI down into the normal range of less than 25? Did they ever give you any explanation for the initial proteinurea - any meds for that?
Did you come off the Gliclazide because you felt you no longer needed it, or did you have some unacceptable side-effects?
Sounds a complex problem and I suspect you'll only be able to get answers from your healthcare providers.
As I say, best of luck with getting it sorted.
mark.