Your problems won't be fixed with any type of steroids. As you said, you don't sleep well and probably don't eat well either. Stress doesn't make you not digest food. You need to work on your personal problems so you can alleviate your stress and sleep problems. Maybe try to see a Mental health professional and they can help with either medication or counseling. Depression and stress can have either effect on you; Eating too much or eating too little.

Try to get these things resolved. Make sure to eat Healthy rounded meals. Cardio exercises helps relieve stress also and can help with depression. I'm not a Psychologists so that's about all the advice I can give you about that.

Steroids are definitely not the answer in your case. How old are you?