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So it's not the other way around?

Does this explain why the first sign of me getting a cold is creeping existential dread?

Narrator: In fact it was the other way around.

> “The question now is whether these changes in immune cells are a cause or consequence of depression and we hope to examine this in future studies.”

Not yet determined.

Doesn't prolonged levels of stress degrade immune function? SURELY it's more the other way around?

I expect the answer will be "both"—anything involving the immune system seems to be full of feedback loops for homeostasis.

I've always assumed this

Yes, it's called sickness behaviour.