I don't think this has anything to do with the sign of Leo per se.
Rather, transiting Saturn in Scorpio has been squaring your sun, testing your sense of identity. Saturn can show where we feel lonely and depressed.
Your moon-Mercury in the 12th house are natally squared by Neptune. Your thinking faculties and emotions are highly integrated yet subjected to Neptune's alternating between beautiful illusions and deep disillusionment. This aspect gives you a wonderful imagination, but it can be hard for you to think objectively. So just realize that simply because you feel down in the dumpster, this doesn't actually mean that anything is objectively wrong with you. Lately transiting Neptune has been activating your natal square.
Hard transits from both Saturn and Neptune can be general times of discouragement and low energy. They will pass, yet they can come back and bite you again the next time this sort of transit comes around. You can't think them away through will-power, but you can learn to integrate more of these planets' positive energies into your life.
Have you had a physical check-up lately? Just to make sure you aren't anemic or some other physical cause for low-energy symptoms. You might also ask your doctor for a referral to a clinical psychologist or psychaistrist if you are truly suffering from depression or mood swings. (As in, there's depression that all of us feel from time-to-time, the bad/sad emotions; but there is also clinical depression which is more of a medical condition, where you might benefit from counseling therapy or medication.)
Leo really needs to be out in her own element: the sun. Maybe this is the last thing you want when you feel unhappy, but make sure you get some sunlight on your retinas every morning. In the winter when days are shorter, light candles or put a fire in the fireplace if you have one. Wear more gold jewelry. With Mars conjuncting your sun, it is important to stay physically active, as well; ideally outside to get the benefit of your sign's special ruler: the sun.