This job is no more protected from depressive illness than any other, indeed all too often we hear of a sadly succesful attempt.
I think you will be suprised at the support you will receive from other pilots so get in touch with an AME and find out how you stand.
If you are required to meet one of the psychiatrists, don't worry. When it happened to a mate of mine he found the consultation bordered on the enjoyable.
The very best of luck and report back when you have an answer.