Hypothyroid frustration

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I have hypothyroid, and since finally being diagnosed and starting meds in the past couple of months, I feel SO much better in so many respects, and I'm so thankful for every little thing I have noticed improving. The one thing that isn't improving is my weight. I was on a gluten free, high protein diet for about a month and lost weight really easily. After I went back to eating gluten (not a ton, just more regularly) I noticed that not only did I gain some of the weight back, but I'm back to struggling to lose weight even when counting calories and exercising regularly. I'm not diagnosed celiac or even gluten-sensitive, but I did notice a difference when I cut out gluten-containing foods. So, it's back on the paleo(ish) wagon to see if it really helps me. I'm so frustrated with trying to lose weight and seeing other people do the same thing as I'm doing and have little to no trouble taking the weight off. It's not like I eat crap food -- I just feel discouraged and frustrated.

Any of you with thyroid issues who have found something that works, please, please share!