Yes, my energy level increased and I was not as sleepy during the day as I had been. If you can try and sleep on your side, or semi-upright in a lounger chair, that might help you while you wait for the sleep study. It shouldn't affect the result either, because they will collect data from you lying flat on your back. Some people put a tennis ball under the back of their nightshirt to remind them not to roll over onto their back, but this didn't work for me.
The sleep study will show if you have sleep apnoea, and/or other disorders, and if you have any of these disorders and after treatment you still have low energy/sleepiness, then there are other disorders they can look for through blood tests, for example.
I think sleep disorders are very relevant to depression, because (having battled depression for over 20 years) if there is a purely physical cause you can get treated, then it can make all the difference with depression. Either the depression goes away or it is less severe/responds better to treatment. Common culprits are sleep apnoea, limb movements during sleep, blood glucose problems, vitamin or mineral deficiencies, thyroid imbalances, and iron problems. Plus many other rarer conditions. My psychiatrist tests my B12, folate, thyroid and iron levels every 6 months.