Probably different for different people, but when I'm depressed I don't have the mental reserves to deal with frustration. Everything gets acutely frustrating whether it is a person that doesn't understand what I'm saying or a small project I'm doing that keeps going wrong. When I'm not depressed my brain is not tired to the bone and can handle bumps in the road.

When I'm depressed I get very frustrated and that turns to anger. So my depression is not anger turned inwards. I'm normally not especially angry. But when I am depressed I get angry easily. If my depression was really hidden anger, it would still be hid through depression. Instead it is when I'm angry the most.