I used to get depressed on Test when I started HRT. My doc had me on 400mg every 3 weeks. The depression (an anxiety type of depression) was always the worst during week 1. I don't have labs from back then, but you can read this topic that I started:
I thought that he was giving 200mg every 3 weeks because I thought that the Depotestosterone was dosed at 100mg/mL. It was dosed at 200mg/mL and I was getting 2cc's with each shot.
In the past, I have also tried some things that have raised E2 (Estradiol) a lot and I remember getting anxious and depressed, too. One of those combos was HCG + Selegiline.
If you can get it, get some lab work done. It'd be interesting to have some answers before you abandon what you've started. Try www.lef.org