My alcoholism experience may or may not be helpful:

a) Promising to sort out (drinking/depression) is a lot easier than actually sorting it out.
b) You can know you have a problem , and be trying to sort it out, and still not have an effective program. It was maybe 8 years for me from realizing I had a problem to accomplishing continuous sobriety. During that time I never gave up trying, but nothing seemed to work.

Depression management is a bit different from sobriety management, however I don't think you are being hopelessly naive. Nevertheless, these are both big life changes, the odds of accomplishing a big life change are not great, but it does happen. Your wait-and-see approach seems sensible to me.