There are two main types of depression. Endogenous depression (from within) and reactive depression which is as it says, is reaction to to an event, e.g bereavement, accident, divorce etc
Endogenous depression can be caused by the presence of metabolic disorders.among which is thyroid disease.
Among the communities listed above is Thyroid UK where you can see a lot of posts about depression and symptoms, and go to the "Tags" and you will find more info.
Also try googling " Does depression start in the neck"