White blood cell counts would definitely be a good choice. Super low cholesterol could be indicative of a pathogen. I think I came across a comment somewhere that super high HDL (>100) could also be a sign of infection. C-reactive protein (CRP) and ferritin might be useful markers as well. You might want to get your vitamin D level checked too.

I don't have a straight answer, but would suggest two articles to get started, if you haven't read them already:

(1) Emily Deans, "Depression: A Genetic Faustian Bargain with Infection?" http://evolutionarypsychiatry.blogspot.com/2012/03/depression-genetic-faustian-bargain.html

This article will explain a theory about how inflammation is connected to depression (and how it could even be an evolutionary 'advantage,' interestingly).

[EDIT: Want to clarify that, as I understand it, Deans does not argue here that depression itself is an evolutionary advantage, but rather sort of a consequence/side effect of a 'trigger happy' immune system, which itself has survival value. Clear as mud? :)]

(2) Mark Sisson, "How to Tell If You’re Inflamed: Objective and Subjective Inflammatory Markers," http://www.marksdailyapple.com/how-to-tell-if-youre-inflamed-objective-and-subjective-inflammatory-markers/#ixzz1pgKNowwe

This is just a summary of the biological nuts and bolts of ascertaining if you have systemic inflammation. (C-reactive protein tests, blood cell tests, etc...)

So maybe combining these two tools will get you a better understanding and tools to ascertain what's going on in your own body.

[EDIT: Okay, I saw this and it's too relevant to your personal situation not to include!: Bix, "Allergies, Inflammation and Depression," http://fanaticcook.blogspot.com/2012/03/allergies-inflammation-and-depression.html, interesting right?]

I've been 'paleo' for over a year and also have depression. I have seen improvement in my ability to manage my mood, but it has taken a long time and other factors are at play (more exercise, feeling better in and about my body, etc...). It would be interesting to track inflammation indicators alongside my own mood (though impossible to be totally scientific about it).

Hopefully someone can give you a better answer, but the blood count will give you some clues -- white blood cell count would be up, and the type of cells that have their count elevated is an indication. For example, an elevated eosinophil count is indicative of certain types of infections.