hi melis,
I haven't heard about caffeine being bad if you're depressed, but I sure hope not because I'm absolutely addicted! I do know that trouble sleeping comes with depression -- I could hardly sleep at all even though I was physically exhausted, and I found that cutting back on caffeine and trying not to have any after 4 in the afternoon helped with getting to sleep at night. I'm not sure if it's directly related to depression but if you're having trouble sleeping then cutting back on caffeine can't hurt.
Also, irritability can come with depression, yes. I'm like you, I can get very angry if I'm interrupted while I'm in the middle of doing something, especially because it takes a lot for me to get up the motivation to concentrate on something, so it bothers me when I get interrupted and have to start from scratch to build up my concentration again once it's been broken.
Glad you posted. Hang in there.