Hi Kim,
I am also a 52 year-old female and new to this forum! I just came home about an hour ago from getting the first of my second series of BCG treatments. I was diagnosed in June, and it was a total shock. (Had 6 treatments this summer/fall...cysto...now on a series of 3).
Some of your symptoms sound pretty similiar to what I experienced: generally run down, yucky feeling, and just when feeling better it was time for the next treatment.
The depression thing caught me by surprise because although I WAS distressed and upset and dismayed about the diagnosis, this felt organic. After some research I read an article in a book which noted that sometimes one of the side effects of immunotherapy can be depression. So there you have it.
I have had some additional symptoms: there are times when it feels like I've got a UTI -- general irritation and discomfort. And I have no idea what to do about it - aside from running to my internist's office to pee in a cup. It's not a day at the beach but if BCG works then it's worth it.
Hope the rest of your treatments are uneventful and you feel better and better...(the break between the first and second series gives your body a little respite).