Since transiting Saturn entered Sagittarius, it has been forming hard aspects to the Mutable signs. Opposition to Gemini, square to Virgo and Pisces. And of course, the heavy conjunctions to anything in Sag.
Hard aspects from Saturn are notorious for triggering depression, especially if your natal or progressed Moon or Venus are being hit. Saturn's limits clamp down on your needs (Moon) and wants (Venus). This quite often means that what you want or need is denied. You are turned back onto yourself, forced to find comfort and meaning within yourself. Saturn turns your focus away from others, because during these transits, others can't or won't provide comfort/attention/validation/security.
It's up to you. This could be the mantra of Saturn transits. You're supposed to dig deep and become self-sufficient. Or work for what you want. But when depression hits, it can be immensely difficult to muster up the motivation to work for anything more than pulling the covers off yourself in the morning. Saturn's limits can be so heavy that they flatten you.
In his excellent book "The Noonday Demon: An Atlas of Depression," Andrew Solomon describes talk therapy and psychoanalysis in relation to "...the ritual disclosure of dangerous thoughts first formalized in the Church confessional." To me, this resonated with Saturn in Sag. Sagittarius represents organized religion, and Saturn is all about routine.
Depression creates new rituals. When you are laid low, existing rituals collapse, and new ones must be created. They can range from finding a therapist and taking your meds on a regular basis, to fumbling your way forward, using the one-day-at-a-time approach. From small things, like bathing every day, to larger things, like making the necessary changes in your career/relationship/lifestyle.
The "solution" to a Saturn induced depression will vary, according to your chart. But the commonality, with Saturn in Sag, is the role that ritual plays in your life. What's sacred to you? Have you been denying it? Or have you been embracing an unhealthy ritual that must change? How acceptable is it for you to share your depressive thoughts with others?
While Saturn transits demand self-sufficiency, debilitating depression (and its sometimes companion, suicidal thoughts) makes demands of a different sort: you must find someone (a professional...Saturn) who can guide (Sagittarius) you forward. Someone you feel safe with, who will hear your "confession of dangerous thoughts." This is part of your self-sufficiency; seeking help if you need it. Because the truth is, many people are not comfortable hearing about depression. It scares them, but that's no reason for you to be silenced. If the traditional medical profession doesn't do it for you, find someone else you can trust. Someone who will hear your confession.
Find someone who will help you create a new ritual.