Does depression make common illnesses feel worse?

I've had Chronic Depressive disorder since my early teens. I'm now 44. I've done CBT, talking therapy and every single medication they can throw at me. It helps to keep my head above water but I'm always on the edge of drowning.

Whenever I get a cold or virus or bug I go down HARD. It feels like everyone else has a cold and within a week or two they are fine with maybe a lingering cough.

But from day one I feel like I'm dying, on top of the cold symptoms, my chest and lungs ache, my heart hurts, and I can't breathe and the guilt about not going to work and being weak drops in, followed by days of extreme fatigue and inability to focus.

Is this a thing? Do people with mental health issues get regular sicknesses worse or am I just a wimp?