Nuvaring to Skyla w/ history of depression

Hannah
Hi guys, I very recently quit using my Nuvaring after only about 2 months. I have been depressed before, but recently felt like I was in a good enough mental state to start hormonal bc. My periods have been very painful my entire life and I wanted that GONE. Long story short, Nuvaring made me absolutely miserable. I had so many random crying fits the first month. I thought I was adjusting to the hormones, so I went through until the end of the second month. My mood got markedly worse and I woke up in the middle of the night on multiple occasions just to cry and cry for absolutely no reason and my thoughts kept getting darker and darker. I took it out and instantly felt so much better in just a few hours. 
It's so discouraging! I really love the convenience of Nuvaring but I hate how I feel on it. I'm thinking of asking my GYN about the Skyla IUD.  Does anyone out there have a disaster Nuvaring story? And has anyone with a history of depression had a bad experience on Skyla? Sorry for the long post, ty for your help 💕