The hormones of *any* bc method can affect a womans mood, but usually it does get better for most women.
I have pre-existing depression, so it never got better for me, no matter what I tried.
Give it some time, give your body time to adjust to the method.
Another option could be a Mirena IUD. Mirena IUD has been used to endometriosis for awhile now, it lessens blood flow and cramping, which is a godsend for many women. The hormones are local, so they do not have the same hormonal side effects as other methods.