I started meds and talk therapy for depression and anxiety while I was still "in". Those few, select friends I talked to about my treatment seemed relieved to hear from another JW that they, too, were suffering and they weren't alone. Many, many more Friends than anyone knows are suffering. Many suffer in silence, ashamed and uninformed about the help available. Many who've never dealt with clinical depression assume those who suffer from it are mentally and spiritually weak and could just snap out of it if they wanted to/trusted Jehovah enough/weren't hiding some type of sin, etc. There are many who have no idea how clinical depression actually works and it can be a slap in the face to run into such people, especially once you know how many are slowly dying from this disease and aren't saying a thing. I think many people, consciously or otherwise, realize the elders aren't equipped for this type of situation and may, in their ignorance, actually do more harm than good. Many more realize they can't entrust their spiritual welfare, much less their mental health, to certain bodies of elders, depending on the atmosphere in a certain Hall.
Talk therapy was especially helpful to me after I started meds. Once the chemicals in my brain started to adjust, I still needed to re-learn how to think and needed to un-learn the habits my brain had gotten into when it wasn't functioning properly. But there was no way, before medication, that talk therapy would have worked for me - my brain simply was not functioning properly and needed to be "re-wired" before I was capable of healthy functioning. I went through a dozen meds/combinations of meds before we found the right one - a frustrating experience that can drive a person crazy all by itself. "Side-effects" (I don't like that term - effects are effects, whether intended or not) can be enough to make a person desperate. But finding the right combination resulted in my feeling "right" for the first time in my life.
I've been on the upswing for about 2 years now. Since leaving the Org, I've been able to reduce my antidepressant to half. I've also got a great relationship with a wonderful therapist who I can drop-in and see at any time, even though I'm not going regularly anymore. There's nothing like having a good relationship with a professional who is in-tune with your personality. Don't be afraid to hunt around until you find the right person. You'll know them when you find them. I was fortunate to find a psychiatrist and therapist (a clinical social worker) in the same office, and they could communicate with each other. My psychiatrist, who I saw first, knows all the therapists in the office and was able to point me to the right one for me.
All the Best!