Sorry to hear about your depression. You're not alone. A number of members here of all ages have depression. I hope you're getting support with that.
If the depression is also causing you to feel stressed about things, then stress can randomly put your blood sugar up. I've had experience of this. It can keep it unnaturally raised for days, I've found.
If the highs are due to the 'extra' foods you're eating, then at least you know the cause. I like to think that no,foods are forbidden. I just have to think about how I'm going to,eat them - ie count the carbs, time the bolus, when to eat sweeter things (before exrecise, etc).
If you find you're going high after one particular meal of the day, then you could ask your nurse about trying a different ratio for that meal if you don't already have one, you could also,ask for a half unit pen. That would allow you to bolus more accurately.