I have Major Depressive Disorder with anxiety, agoraphobia, and social anxiety disorder. My depression has been resistent to treatment, so I’ve been on more meds than I can remember. Some of the side effects are far worse than the depression! Right now I take Cymbalta, Lexapro, Klonopin. I agree that as much as these meds can mess with you in scary ways, if it’s helping some, not making me suicidal or homicidal, leave it alone.

Do some reaearch on a Low Carb High Fat diet, and the ketogenic diet, for depression.

https://www.womenshealthmag.com/health/ketogeni...

I stopped taking prozac over a year ago and was fine till a couple of months and im feeling quiet sad when im alone . Dont seem to have my up and go any more every thing is hard work im on tramadol but they have taken the slow realese ones of me and given me the ones u take every 4 hrs and i dont get on with them as much i am going to go back and see her .

I looked up the link you provided and the last part of the article negates the first part of the article saying that if the person is depressed because they are overweight than of course losing weight improves their mood since the weight was causing the depression. I think any diet that results in weight loss would have the same effect. If I'm not overweight and depressed because of weight, this or any diet won't help improve my mood. They also suggest consulting your doctor. That's very good advice. You should tell your doctor before starting any diet.
I'm all for a diet that helps people lose weight but to suggest that only theirs relieves depression is misleading. There are a lot of different life circumstances that can cause a person to be depressed.
Eating balanced meals is always better but some people will gain weight no matter what they eat because some medication they take causes weight gain. One diet or another is not going to help them much.
Depression usually runs its course within 2-3 months without intervention. If it doesn't the person has a chemical imbalance and will need therapy with or without medication depending on their doctor's opinion on his choice of treatment for that particular patient.
That is my opinion.

My depression got better after I got off lithium. Now I've been taking Prozac, Klonopin, and tradozon. It has been so much better.