Here's what I have experienced with hypoglycemia. I was diagnosed with it by my doctor 20 years ago, when I was under great stress from a divorce. However, when I learned about the disease and symptoms I could see that I had had the condition since I was a teenager or earlier. My hypoglycemia is not related to taking insulin for diabetes.
I then changed my diet but it was difficult because I still had a craving for sweets. It felt like being an alcoholic. I would "fall off the wagon" when presented with sweets for free, say cookies at work or at a conference dinner. At first it was very hard to resist this but over time the cravings went away, when I changed how I dealt with it, more below.
My sugar crash comes about 2 hours after eating. I've read that each person's symptoms differ because of our individual body chemistry so yours may be different. You can learn what works for your body by paying attention to how it responds to various foods, and other conditions like lack of sleep, stress, over exertion.
After carefully watching how my body responds to food, I have learned that what I originally read about hypoglycemia was much too simplistic. It's true that if I ate too large a meal or too much sweet foods (to be more specific, foods with too high a glycemic load including potatoes and white bread), then after two hours I would get tired, dry-mouthed and dizzy. The symptoms would be worse if I had been eating an oversweet diet for some days and hadn't slept well, or was overstressed. Then at the two hour mark I would have a hard time thinking and even pass out except I could still hear so was conscious but unable to do much for perhaps ten or fifteen minutes.
The answer was to eat something but not something sweet to bring me out of it. If I ate something sweet or with lots of refined carbos, that just sets up a yo-yo effect, where i'd tire again in another two hours and need to eat something sweet or snacky again.
Instead, if I generally avoided foods that turn into bloodsugar too quickly, but instead ate foods that were slower to digest, I began to feel better. Foods that were better include whole grains, fresh fruit, vegetables, lean meats, while I avoided white bread, anything with refined flour, white rice, foods with sugars/corn syrup/fruit juice as a short list. More importantly I found if maintained this 'healthier' diet for several days, I felt even better and didn't crave sugary foods very much at all. Then I could even occasionally eat something with sugar or white bread without feeling much of an effect. However, if I start to eat a lot of it, my body starts to feel tired, edgy and I go back into all the symptoms again. Once I go back to a healthy diet, it takes a couple of days to work the effects out of my system until I am feeling my best again. So there is a longer cycle in my body chemistry that builds up stamina to blood sugars, but erodes if I eat too many refined carbos for several meals.
It also really helps to make sure I get enough sleep and to exercise. That increases my stamina and ability to handle a meal with poor foods, say if I am traveling and get stuck without healthy food choices.
Since I am not a doctor, I cannot give you good advice about your depression but I can say that I have a much brighter view of the world when I eat well and get enough sleep and exercise. And some of your description of your craving for sugar when you stopped eating sweet foods reminded me of the yo-yo effect for me when I would try to combat the tired feeling by eating a small amount of sweets. The better answer for me was to eat something that didn't hit my bloodstream so quickly, and to know that it would continue to get better over several days.
By paying attention to how your body reacts to various foods, and being aware of the glycemic load of different foods, you should be able to feel much better. Good luck!