Chronic fatigue syndrome, fibromyalgia, Gulf War syndrome, and irritable bowel syndrome are often grouped together as "stress disorders". They share similar symptoms (chronic pain, fatigue, brain fog, depression/anxiety, GI distress) and are thought to be more or less neuroendocrine in nature.

There’s a fair amount of speculation that fibromyalgia and chronic fatigue syndrome are roughly the same thing; for instance, 64% of CFS patients meet criteria for fibromyalgia and 20% of fibromyalgia patients meet criteria for CFS.

Aaron, Leslie A., Mary M. Burke, and Dedra Buchwald. "Overlapping conditions among patients with chronic fatigue syndrome, fibromyalgia, and temporomandibular disorder." Archives of Internal Medicine 160.2 (2000): 221-227.

Pain in both fibromyalgia and CFS is believed to be caused by ‘central sensitization.’

Meeus, Mira, and Jo Nijs. "Central sensitization: a biopsychosocial explanation for chronic widespread pain in patients with fibromyalgia and chronic fatigue syndrome." Clinical rheumatology 26.4 (2007): 465-473.

Both involve dysregulated HPA axes, e.g. endocrine abnormalities associated with stress.

Crofford, Leslie J. "The hypothalamic-pituitary-adrenal stress axis in fibromyalgia and chronic fatigue syndrome." Zeitschrift für Rheumatologie 57.2 (1998): S67-S71.

Patients with the “chronic fatigue illnesses” (chronic fatigue syndrome, fibromyalgia, Gulf War illnesses) sharing common symptoms of chronic fatigue, muscle soreness, headaches, nausea, GI problems, joint pain, cognitive problems, depression, and breathing problems, are significantly more likely than healthy controls to have mycoplasmal infections (65% among patients vs. 9% among healthy controls.) Asthma and rheumatoid arthritis are also known to be associated with mycoplasmal infections.

Nicolson, Garth L., et al. "Mycoplasmal infections in chronic illnesses: fibromyalgia and chronic fatigue syndromes, Gulf War illness, HIV-AIDS and rheumatoid arthritis." Med Sentinel 4 (1999): 172-176.

Of 200 chronic fatigue syndrome patients, 52% had mycoplasmal infections; 7.5% had C. pneumoniae; 30% had HHV-6 virus. (Compare to controls: only 6% had mycoplasmal infections, 7% had HHV-6, and 1% had chlamydial infections.)

Nicolson, G. L., R. Gan, and J. Haier. "Multiple co‐infections (Mycoplasma, Chlamydia, human herpes virus‐6) in blood of chronic fatigue syndrome patients: association with signs and symptoms." Apmis 111.5 (2003): 557-566.

Herpesviruses (EBV, cytomegalovirus, HHV-6) as well as certain bacterial infections (M. pneumoniae and C. pneumoniae) can persist in the body for a long time and cause abnormal immune responses. It is a common pattern for "stress disorders" like CFS to have a sudden onset after a pneumonia-like or mononucleosis-like illness. It seems to be a relatively prevalent hypothesis in the medical literature that a large proportion of these "stress disorders" are due to immune dysregulation in response to a chronic infection. There is also some evidence that these disorders are (sometimes) treatable by antibiotics or antivirals, even years after the initial infection.

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