Your symptoms are pretty typical. I have or have had all of them....as have others.
One thing that jumped out at me is the work-outs. It's great that you have enough energy to work-out.
You do not sweat because you are dehydrated. This thing is...if you are working out hard enough that you think you should be sweating.....you are working out too hard, which is hard on your adrenals.
Many people don't think exercise is a source of stress....but it is. See the attached link on the work of Dr Selye. Note that he exposed the rats to excessive muscular exercise and it resulted in the same stress damage as any other source of stress.
Many of us were workout nuts for years...which is one of the causes. I knew I had Adrenal Fatigue in 2004 and in 2010 I was still playing tennis and racquet ball. And I would note in my log book how it would set me back everytime. It is not easy to give this things up.
I can't help you with your reaction to supplements. I've never experienced that.