It could easily be both, though there certainly is research indicating depression causes physical pain. However since many of these studies only found correlations it's only clear that they come together and not whether one causes the other. One way of isolating that issue would be to determine the rates of depression in people with unambiguously diagnosable chronic pain disorders due to a root physical cause vs both the population and the population of those who report chronic pain.

Chronic pain definitely negatively impacts mood.

Except for phantom pain, I think it's generally best to assume pain has a physical cause and pain negatively impacts mood, not the other way around.

And I've had phantom pain. I think even there, it's likely a physical cause, but mirror therapy is still known to help for some cases.

I don't even understand the distinction you are trying to make. Your mind is part of your physical body. If you are depressed then it is constitutively a physical ailment.

Are people just this bought into mind-body dualism like two centuries later?

Depression is physical ailment but it can have either an external cause (a death, loss of job) and an internal/physical ailment (a virus or other pathogen) which causes depression.

It's the difference between a woman with a worm in her head experiencing depression and brain fog (because, y'know, a parasitic worm was in her head) and claiming her depression had caused a parastic worm to appear in her head