I've done a lot of research and I don't have depression with the neuropathy I deal with. Could be your thryoid needs some support overall....some tweaking. I've posted what I find has worked for my neuropathy issue and there are supplements that do help people with depresssion issues like:

Inositol
Gaba
L Theonine

and there are more

Have you worked with any of the above I mention? Again you could need some thyroid support,l I know that one as I went 10 yrs with NOT getting help from the "brilliant" doctors and the thyroid issue was long before neuropathy ever entered my life.

I've been taking supplements for about 30 yrs and NEVER had side effects...pharma drugs YES.

One I took trying to get the years ago depression under wraps was St Johns Wort and this herbal caused high blood pressure....so jumped off that one.....finally years later I got thyroid help.