Yes, the pill could be causing all three of your problems:
1) Lack of sex drive - I've been reading more and more about how the pill reduces the amount of free testosterone (sex drive hormone) in our bodies, therefore, causing the libido problem. However, different pills affect us differently. On Desogen, my libido was absolutely dead. However, I never had a problem with my sex drive on Ovcon-35. In fact, it actually increased on that pill, go figure. In this case, switching pills might help.
2) Weight gain - The pill can make you gain weight. But, here again, everyone is different, some women don't gain weight on it at all. Some pills can cause an increased appetite, others slow your metabolism and no matter how much you exercise, eat right, etc., the weight won't come off. Been there, done that on Estrostep FE. Luckily, after about five months, the weight finally came off. I was still exercising, but then I stopped drinking pop and ate grilled chicken instead of fried and the weight just fell off. Coincidence? Who knows. Again, with this one, you could try switching pills to see if it helps.
3) Depression - This is something that definitely happens with the pill. It is because the pill depletes many of the B vitamins. In this case, switching pills probably won't help. Instead, try taking a B complex vitamin every day to replenish what's being depleted.