Not sure if my dog is anxious or depressed

We adopted our pup about a month ago. He turns 1 today! When he is inside he sleeps most of the day, sometimes eats, doesn't play with toys, doesn't even barely look me in the eye, shakes, and is super nervous constantly. He does follow me around room to room and has clung to me. He also likes to cuddle. When he is outside he rolls in the grass, looks happy and runs around. Overall he doesn't wag his tail, doesn't bark, doesn't approach my cats or other dogs. I can't tell if he is anxious or depressed. I've been considering asking his vet for meds. Any advice?