As someone with lifelong (possibly clinical) anxiety and depression who has always wanted rid of it, it makes sense to do two things.
a) Attack the source of the depression and not just try to treat the symptoms. If it's a bad environment or situation, deal with that first. If there's something you could be doing to make the situation causing your issues better, concentrate on that and not stuffing yourself with drugs. In my experience ADs and antipsychotics do nothing other than prevent me sleeping. Previously my bad environment was my ->-bleeped-<-ty home life living with a violent alcoholic parent I could not get a break from. The moment I was free of that and dictating my own life, a portion of anxiety and depression fell away. If you can identify where your depression and anxiety comes from, then take steps and make goals to eliminate it. It will probably involve some significant changes. If you are undergoing transition anyway, a part of your depression will alter if that is indeed where your problems stem from. But it's likely your depression is a many splintered issue, as more than one thing causes me depression and my depression has roots in many causes and effects. Try to identify them.
b) Start working on your own attitude. A lot of depression I see in others and in my younger self was due to a sense of entitlement or this idea that they ought to be 100% happy all of the time (I seriously doubt a 100% happiness is even possible all of the time). I thought everything should be perfect and when it wasn't I got depressed. Down the years I've come to modify my perceptions and behaviors to understand that some things cannot be changed but that I have full agency over some things in my life. And that perfection does not exist. Those things that cannot be changed need to be accepted or compartmentalized, and those things that you can change deserve your full attention and energy. Do not carry the weight of the entire world on your own shoulders. Understand that you are just a single person like billions of others trying to find their way and that sometimes you will be sad and sometimes you will be happier, but that as long as you do what you can to change this situation and better yourself, then you are doing all that can be humanly expected of a person.
And as a final piece of advice:
c) Start some kind of creative project for yourself. Whether that project is bettering yourself to be the kind of person you want to be, writing a book, learning a skill, becoming an artist.... whatever, find something that can occupy that part of yourself that strives for more. Since I did this nearly ten years ago I fundamentally changed as a person. I stopped feeling like everything was acting upon me and that I was helpless and I started realized how little time human life offers to achieve all the things I want to try, and I started to try them. I started seeing life as a challenge rather than a prison sentence, and needless to say I am not happy all of the time - not at all - but I definitely do not dwell in pits of hopelessness like I once did. I am now pro-active, and logically that has a far greater chance of alleviating your depression through elimination than remaining passive and hoping drugs will take it away.
Don't hope too much that T will solve all your problems - I am sure depression is chemical in part, yes, but also the result of habits and ingrained behaviors and ways of thinking.