I was doing near-max HIIT training all the time and the problems started to be evident when I was adding a lot of strength training around it as well. There were some amazing results though - after a few months of HIIT I could drink 3 bottles of milk at once with no issues but prior to that after a few glasses I had some gastrointenstinal issues, likely from lactase deficiency. Also skin gets better, hair grows denser etc.
Try experimenting with dropping milk entirely. I discovered that my stomach/gut health has a huge impact on my mood. When I did away with a number of foods that seemed to annoy it, and ate more fermented stuff, I definitely noticed an improvement. Try a six week vacation from milk, you might be surprised.
You also might not get enough sleep to sustain that load of hiit and weight training. People like to brag about surviving on 6 hours sleep etc, but I realized, while unemployed but training heavily for three months, that my desirable baseload is 9hrs sleep. I admit it sounds indulgent, and I normally make do with 8.
I have experienced weight training has been a great tool for mood regulation.
(I am not interested in a cardio v. weights flame war)