Were you having your mental health issues before you were diagnosed with Celiac? It could be a symptom of the disease. Adults are less likely to have digestive symptoms and may instead have one or more of the following:

unexplained iron-deficiency anemia
fatigue
bone or joint pain
arthritis
bone loss or osteoporosis
depression or anxiety
tingling numbness in the hands and feet
seizures
missed menstrual periods
infertility or recurrent miscarriage
canker sores inside the mouth
an itchy skin rash called dermatitis herpetiformis

Maybe if you can get on a gluten-free diet you will see some of the symptoms disappear. I would discuss the connection with your doctor at your first opportunity.