Of course it is possible. They are only labels for different things. Insomnia just means trouble sleeping. Why couldn't you have it too? But why do you need labels for everything? You sound like you are trying to make excuses and get drugged up.
Mild depression should absolutely NOT be medicated. You are being ripped off, and you should not take other people's medication.
Depression can cause insomnia, if that's what you mean.
OCD just means you have some compulsions. Unless you are going around in a mess all day long it does not matter. You can live with it. OCD is a symptom of stress/anxiety. Stress/anxiety is an inevitable part of depression. Basically it just sounds like you are stressed and too aware of everything. You should stop looking for help, because there is none. You need to ignore you 'problems' and get on with life as best you can. If you have panic attacks then try medication, otherwise don't.
They are all closely related (depression can cause bad memory or symptoms like those of the supposed condition, ADD) but most of them do not even matter enough to bother about, unless you want something to dwell on, or want the cool label of ADD and to take legal speed (which most people do).
Just try to get your insomnia sorted out. Focus on that. If you can't sleep it is no surprise you can't remember stuff and feel down etc etc.