You can try adding a protein shake to your diet, which makes reaching your protein quota much easier imo.
As for feeling depressed, I think that if you stick with this diet & exercise thing and start seeing results it will eventually go away because then you see how much all the hard work has paid off.
Do you follow a specific diet or just count calories?
Also, to see the exact amount of calories you need in a day, I suggest calculating your bmr.
You see, not just eating too much can halt your weight-loss process, but eating too little can do so as well as your body will start storing everything as reserves because it goes into starving mode.
I found this calculator very useful to calculate mine
And if you hate HIIT so much and if it makes you feel like throwing up, it probably isn't the right thing for you.
There are many other exercises you can try, I myself don't go to a gym cause I can't afford to, so I use dvds and the Wii and find them very fun to do, perhaps you can give a dvd a try?
I also agree, walking, cleaning the house, dancing around, just any kind of movement = exercise, it does burn calories, maybe not as much as HIIT but that's okay.