A lot of diabetics get depressed, so do lots of non-diabetics, but of course we have extra things like complications and hypos to worry about.
The leaflet probably means the Mirtazepine might affect your sugar levels or your hypo awareness. Everyone's different so they cover themselves by being vague rather than specifically saying the meds will raise or lower bs, because some people might get the opposite effect. It boils down to you need to test more than usual and see what effect they have on your bs, if anything.
When I was on antidepressants the major problem was they made my mouth so dry and sticky, which felt like high bs all the time, making it easy to miss a hypo. My diabetic control was already pretty random but I don't remember the antidepressants making it any worse.