I'm in the midst of thyroid testing myself. By the end of the month, I'll know for sure if I have adrenal fatigue or not. You can do mail order testing by spitting in tubes throughout a 24hr period, but that could be up to $200 depending on the cost of the test as well as any additional lab fees. If mine isn't covered by insurance, they said it'd be $120.
I've been primal for 5 months now and my fatigue has been slow to change. Like you, I've been constantly fatigued since my mid-teens (the start of my depression & anxiety, too). Today is the first day I felt like I woke up easily and could drag myself out of bed to get to work on time with minimal effort! This occurred after nearly a week of getting to bed by 11pm as much as possible, but always getting at least 8 hours of sleep. I don't know what your sleep is like, but definitely make sure adequate sleep is something you can check off the "potential issues" list. It seems so basic, but if you spend a long time falling asleep or wake up in the middle of the night, or wait too late to go to bed, you probably won't get enough rest for your body. I've found it to be a really hard habit to change.
I've heard that naturopaths are a lot better in regards to "I've done a lot of research and self-testing and think I have a problem" kind of things than regular doctors. There are always exceptions, of course. My doctor's office has a "holistic approach" so that makes it minimally easier, but they're still very resistant to my non-grain diet.