Yes, I can definitely relate. I have both OCD and Bipolar 1 Disorder.
Perhaps the differences in depressions is because the depression in Bipolar is more extreme, definitely due to a chemical imbalance, and the depression that comes with OCD can be due to the difficulty of having that disorder? I started out as just having OCD & anxiety, and after having it for a while the depression came on because I kept thinking "My OCD will never get better"...very depressing. My psychiatrist told me it was very understandable that I felt depressed with having OCD. But with Bipolar Depression...it just happened. No reason.

I hope this makes a bit of sense...feels like I'm rambling!
(((((Berries)))))