Really scared to go on Yaz?

So my gyno just prescribed me Yaz for pretty bad acne and PCOS. I was excited at first until I heard there's been various lawsuits over serious blood clots and strokes..... In addition to side effects like weight gain and depression. I recently lost about 25 pounds, and the last thing I want 
is to lose all my hard work to some pill. I also already have depression, so that's a bit worrying as well... What should I do? I've already asked my gyno to change my prescription once (I have anxiety about meds, rarely take them unless absolutely necessary) so I feel bad asking again.