You are not alone in feeling really depressed during die-off, I have the same, it gets worse around the full moon and just before my period. parasites are more active during the full moon so you are probably killing alot off at the moment, thats why you feel so bad.
It can take some time to see anything in your stool, you may not notice the eggs, not everybody has sightings of worms, give it a bit longer any you may see something. At this stage you may only be killing smaller organisms. parasites can become very imbedded in your intestines and it is important that you have good bowel movements, you may need something to help you eliminate the parasite contents and old bowel matter. Maybe you should look into taking a colon cleansing supplement or having a few colonics.
See if the Depression lifts any after the full moon, you may find that you start to feel better anyway.
As you cleanse you will get alot of ups and downs in your mood, it can be tough at times but keep chatting on this forum for some extra support. To help myself feel better I think that this is just a small time in my life for me to relax and help myself heal, compared to a life time of ill-health if I dont go through this now.
There will be an end and you will be glad you had the insight to take control of your own health and your own life, alot of people dont!