Yes, you can have PPD during pregnancy, it's called something else, I can't remember the name of it off the top of my head.
I was diagnosed with it. It was a slow progression. I had no idea what was happening to me. I just thought I was tired from the pregnancy. Also I had never been through clinical depression, so I just didn't know why I was reacting the way I was. It is actually just as common as PPD but rarely discussed.
You should definitely talk about it with your Obgyn. If your OB ignores it like mine did, they think your're just tired because of the pregnancy, don't wait, get help. See if you can see a therapist, or a psych. It doesn't mean that you do have it, you're just being careful.
Mine got so bad I finally had to be prescribed Zoloft during my pregnancy. I was so scared to take it even though the psych told me because of how bad the depression was it was worse for me not to take it. I could have miscarried, died, etc. I was very blessed and my little girl came happy, healthy and completely normal. She is 5 months old now and is very healthy.
I'm still on Zoloft, but I'm preparing to get off of it. It saved my life and my little ones life. I'm not addicted to it, that's not how it works. But it's just time for me to start lowering my dosage and become drug free again.
Since I got help the rest of my pregnancy went a lot better, and since it is fairly common for women who experience PPD like symptoms during their pregnancy to have severe PPD after giving birth, I didn't go through that because the Zoloft had already been working. I was not able to breastfeed which I wish I could have, but it was better that I was healing and being able to bond with my little girl.
Please get help, don't wait. You know yourself, and even though your're pregnant it doesn't mean that it's okay for you to be miserable to the point that you are shutting out the world. It just gets worse from there. If I had known sooner what I know now, I probably would have been able to prevent needing the Zoloft. There is help out there, doctors and great support groups. Even internet sites that can really help you feel like you're not alone.
I hope that helps. Take care of yourself =)