I just want to add that I tapered off the Gabapentin too. Every four days, I eliminated one pill. I had been taking two pills four times a day = 8 pills/day.
It bothered me to miss a pill and suffer any withdrawal. That was one of my motivations for stopping.
Does the gabapentin cause you to have anxiety, anxiousness, depression & mood changes? Perhaps. Easing out of this drug can answer that question.
Consulting with your doctor or the local pharmacist (pharmacists are a great underused consultant and it is really their field of knowledge plus NO COST) is the best way to approach dealing with what is happening to you.
I think you are very smart to talk to your neuro about the depression and together try to decide if the depression is part of your medicines or if it is part of your MS situation.
Then you decide. This forum is a wealth of information but ultimately, I can only give you what I think and what I have "learned." And I am constantly relearning when I read through the various threads here.