I get you saying it's a bit embarrassing, but, well, pretty much anything you go to a doctor about is a personal issue - and they'll have heard it all before. Assuming you're in the UK, you might pay for medication but not to visit GP or get tests done? better to rule out any more serious underlying issue imo
(If you've never been to the GP about it I'm assuming your getting pills from other people or through online services? something to remember about the online sites is they have 0 interest in doses, aftercare or actually dealing with your issue - people embarrassed to talk to their doc is how they make their £££)
Look at your life style too - if you're hitting the gym 5/6 times every week on top of a very active job you might be pushing your body too much or messing with your hormones, likewise if you're still gaining weight/fat with all this activity, that might point to a terrible diet or again an underlying physical issue. (You say you take 'all the vitamins etc' , do you need extra vitamins? and what is the 'etc' here?)
There's a whole load of toxic male thought about this sort of stuff which often causes guys to stay silent, this idea that you're supposed to be unquestionably virile and 100% ready to rock 24/7 with anyone is just a load of tosh really, we're fragile creatures of mood and when any parts of our bodies start failing we should prob speak to someone about it.