So you would like a hug or a cuddle. I get that. I think when pregnant, that's probably all I was interested in, until I hit a very hormonal stage where I was chasing my husband. But yes, for the most part - all I wanted was a hug or a cuddle. How about a massage?? :)
I don't think that's totally unusual. I had a baby and was pregnant within a year, and I was exhausted. Drained, tired, zonked, you name it. And I was working too .... Sex was the last thing on my mind. It's not that I didn't find my husband attractive or didn't love him, but I would come home and flop on the couch and take care of my little one and want to go to bed.
I was lucky. My husband understood this and didn't take it personally. Talk to your boyfriend. If he feels rejected, you'll feel guilt, and end up just having sex to appease him - which is no good. If you're not aroused, sex will be painful. When I was pregnant, my back and hips ached. Some of this could be pregnancy, some could be hormones .. but it's worth checking with your doctor.
As for the depression, well moodiness comes with post partum and then on top of that, you're also pregnant. You've got a lot of hormones going on. I was very down after my first baby - for quite a while. I was overwhelmed and felt like I didn't have a handle on things. I also felt my husband probably thought I was terrible at it (although he didn't really, that was just my fears). Tell your doctor about it. Some of it sounds pretty normal, but if it's extreme or really wreaking havoc with your relationship, it's worth talking to your doctor about. They'll be able to advise you. They know the questions to ask. If you could benefit from counselling, they can hook you up.
I would say, the fact that you would like a cuddle and hug from your man is a good sign. That to me suggests that you still are interested in him, and want to share love - you just aren't up for sex at the moment. I've been married a long time, and I can go through spells where I'm just not in the mood. Sometimes it's because I'm zonked, stressed, winter blahs, you name it. Having the pressure taken off you (so you don't feel you owe your husband) is huge. It's very hard to feel anything real if you feel pressured.
How about you just talk to your guy, suggest a break for the time being (even a few weeks),give yourself a break and schedule a visit with your doctor.
If your man's not understanding, then he needs to come around. If you can get a break from the baby and go out for supper, or go to a movie, that would be great - it's a good way to see each other outside of all the baby stuff.
Good luck :)