So now, antidepressant are well know to interact negatively with ERT/HRT. You just proved THAT point once again.
The next point you'll now prove is that progesterone can cause depression, and in particular medroxyprogesterone acetate, Provera. That's also well known.
You'd be NOT the first person to experience that to the point of getting suicidal --- oh yes, you did mention something like that already.
That's why one NEEDS to establish these things using ORAL, before getting a shot in the butt, taking a ride to hell in a handbasket.
Your doc should know ALL that.
I'm really sorry for you having to suffer all this learning.
Axelle