i didnt read the other replies so as to avoid bias in what i say.
first off you should see a doctor and have some blood tests done. some of your physical symptoms may be caused be easily detectable blood levels of various hormones etc, particularly thyroid hormones. your chest pains should be investigated, especially if they are causing dizziness, although the likely cause is a change in blood pressure, not blood glucose (since you checked and it is ok). wonder what that is (lol sorry for talking to you like youre a bug)
you should also get your insomnia taken care of- to have pills, you must have seen a doctor, which is great, but you should also follow it up, since it seems that they are not working. get a script for an alternative drug, some work well for some people, some worse.
your insomnia can very easily screw up other physiological processes and make it difficult to gain weight. very, very easily.
you also said that you walk a lot, which is something that will hamper your efforts to gain weight. try to relax. youre almost certanly depressed, although that may be secondary to your insomnia.
now, in regards to your diet, many, many people think that they eat a lot, but in fact, dont. get a food diary, write down everything that goes in your mouth (food only, no need to talk about your boyfriend on this forum. that sort of thing belongs in between the sheets) then work out how much fat/protein/carbs you are ingesting on each day. come back and post it, and we will take a look.
this next bit is going to sounds really shitty, but youre 16. everyone is still figuring stuff out when theyre 16. everything around you is changing, especially people, and its easy to feel left out, alone etc. relax. things get better. you get your bearings on life, and as you become more confident, you also give a shit less about things other people think. you said "i used to have a social life" which says to me that you ahve little social support, which of course is going to impact on your self esteem, and feelings of depression. inevitably youll meet like minded people, youll support each other, and things will improve.
well look i hate doing the dr phil thing, but so long as you dont try to kill yourself, do what i said above in regards to medical checkups and food diary, youll come good.
make sure you mention your depression to your doctor. funnily enough there are some antidepressive meds out there which make people put on weight. usually thats a bad thing, but you might like it. then youll probably be here complaining about your gut like everyone else. especially radar.
have a good one