Depression and libido

An odd counter intuitive thing has been happening to me lately and I am trying to understand.
Hetero Male 60 divorced.

I am prone to melancholy my entire life. To tell you the truth there is a warm comforting feeling about this curious sadness and it can me take time to break it’s effect.

It is never debilitating, sometimes I have to take a few days off from work to get my head straight.
In addition to the melancholy, I can get into a more depressive state. Not suicidal or anything and it does not keep me in bed for days. It is not pain, nor dread. It is a pervasive mood that lowers general interest. I have not had a depressive episode like this for many years and now it seems to be creeping back. I am always fearful that it will turn into something monstrous when I feel it coming on.

I have an odd symptom given the above moods. My libido has increased greatly. More desire, stronger orgasm *mod edit* than in years. The desire to be close to women had increased. Not in a weird way and usually not overtly sexual at all. I just get the warm feeling and talking to women helps.
I wonder if my brain is trying to counteract the depressive feelings. After orgasm I feel as good, if not better than in non-depressive times. The deep feeling of contentment afterwards is present seems a bit deeper and last a longer time but then the urge returns more quickly. This can happen several times a day.
Has anyone heard of such a thing?