C.G.
Fortunately, I did not have the same experience as you with migraines related to your cycle. But I have suffered from depression. And one time it hit when my first child was about 18 months old. Even thought she was so old, I felt like I had all the classic symptoms of post partem depression.
If your depression is consistent, and not related to your cycle, then I think it's not hormonal and you need to try an antidepressent. I have been on Zoloft and it worked great for me. It was safe to take while pregnant and nursing. You can double check that with your OBGYN.
I highly recommend getting yourself feeling better before getting pregnant again.
Good luck! Don't be afraid to keep asking for help or of taking medicines.