Progesterone and antidepressants

Does anyone have experience with either or both? Did you decline the progesterone? Did you see side effects of either?

My daughter was born at 36w6d so even though she was one day shy of being full term, our doctor says I’m high risk of another preterm baby and asked me to start the progesterone shots at 16 weeks. I just turned 16 weeks. I also had bad anxiety and depression last time, and then 8 months of postpartum depression so she started me on antidepressants. I only started to take it this week but the side effects hit me hard. I’m so sluggish and nauseous and overall cloudy.

Anyone have a similar experience? Will it be even worse when I have the progesterone too? I’ve also heard it increases risk of gestational diabetes and I’m already prediabetic. Should I do the shots? Will it mean the rest of my pregnancy I will feel this way and not be able to enjoy my toddler and family before the newborn?