Modafinil

works for both depression and narcolepsy. The link you are looking for may pertain to

Orexin neurons which are found in the hypothalamus but project to many different parts of the brain, including several areas that regulate wakefulness. Activation of these neurons increases dopamine and norepinephrine in these areas, and excites histaminergic tuberomammillary neurons increasing histamine levels there. It has been shown in rats that modafinil increases histamine release in the brain, and this may be a possible mechanism of action in humans.[111] There are two orexin receptors, namely orexin receptor 1 (OX1/hcrt1) and orexin receptor 2 (OX2/hcrt2). Animals with defective orexin systems exhibit signs and symptoms similar to narcolepsy, for treatment of which Modafinil is FDA approved. Modafinil seems to activate these orexin neurons in animal models, which would be expected to promote wakefulness

I can give you the article by H. A. Droogleever Fortuyn et al from Denmark (General Hospital Psychiatry 32 (2010) 49-56). They showed the common impression of a high incidence of mood disorders in patients with narcolepsy. I transcribe the comments of their article "Anxiety and mood disorders in narcolepsy: a case–control study third of the patients reported a depressed mood": The highest OR (21.5) among symptoms of

depression was found for anhedonia. Loss of self-esteem andself-confidence was also reported significantly more by patients compared with controls. Interestingly, in contrast to depressive symptoms in other chronic diseases [20], pathological guilt (22%) and guilty ideas of reference (15%) were clearly part of the mood symptom profile in patients with narcolepsy. Suicidal thoughts or self-harm was reported by 13% of the patients. Interference in daily activities by mood symptoms was present in 33% of the patients.

Orexin is also known as hypocretin. Defective orexin/hypocretin signalling is put forward by some researcher to constitute a link between these states. Anxiety correlates with depression.

As an addition: In general, chronic disorders are accompanied with psychological distres:

Living with the enemy: Coping with the stress of chronic illness using CBT, mindfulness and acceptance.

Owen, Ray. New York, NY, US: Routledge/Taylor & Francis Group, 2014.

'This isn't living, this is just existing.' A long-term physical health condition -a chronic illness, or even a disability- can take over your existence. Battling against the effects of the condition can take so much of your time and energy that it feels as if the rest of your life is 'on hold'. The physical symptoms of different conditions will vary, as will the way you manage them. But the kinds of psychological stress the situation brings are common to lots of long-term health problems: worry about the future, sadness about what has been lost, frustration at changes, guilt about being a burden, friction with friends and family You can lose your sense of purpose, and wonder 'What's the point?' Trapped in a war against your own illness, every day is just about the battle, and it ran seem impossible to find achievement and fulfillment in life if the condition cannot be cured. It doesn't have to be like that. Using the latest developments in cognitive behavioral therapy (CBT), which emphasize mindfulness and acceptance, and including links to downloadable audio exercises and worksheets, this book will show you how you can live better despite your long-term condition. It will teach you to spot the ways of coping that haven't been working for you, how to make sure that troubling thoughts and unwanted feelings don't run your life, how to make sense of the changes in your circumstances, how to make the most of today and work towards a future that includes more of the things that matter to you. If you stop fighting a losing battle, and instead learn how to live well with the enemy, then -even with your long-term condition- you'll find yourself not simply existing but really living again.

Co-mobidity is an confusing concept.

Why do they co-exist? It can be because one is the consequence of the other or because both are consequences of a common cause.

The main problems lie in the lack of clear and stable definition of illnesses in psychiatry on the one hand, and on the other, on a strong and unwavering prejudice of psychic origin.

As soon as you have realized that psychism is a consequence of biochemistry you can  envisage new associations freed from traditional, unproven classifications.