Depression on the pill

I switched brands because I was having periods in between months and I felt like I was always bleeding (which is horribly painful because of having endometriosis), when I switched, I came down with influenza a and an upper respiratory infection and I became really depressed. I swallowed my pride and asked for some help but therapy hasn’t been working. It’s very hit or miss and I’m tired of feeling awful. I eat healthy and exercise and I have a healthy relationship and good friends, and they’re all great to help myself with but I’m struggling still.