From your description you have all the symptoms of ADD. Everyone is different so no one person has the same ADD symptoms. Although hyperactivity is the top symptom especially in younger kids not everyone is hyper. The comment from above is way off and very inaccurate. There IS a connection with ADHD and Depression. Clinical depression and ADHD is the result of a chemical imbalance in the brain, they are also two different issues. However, having ADD/ADHD can result in becoming depressed, which is different from clinical depression. The difficulties and frustrations that come with suffering with ADD does cause one to become depressed, especially in adults who have suffered a lifetime of struggles and failures and were not diagnosed until later in life, like me. I grew up in a time when little was known about ADD and very few medical professionals were educated on the subject. In my day you were called stupid, lazy, unmotivated, disrespectful and the list goes on. You got a 4 year college scholarship which tells me you did pretty well in high school, ADD people are not stupid, in fact ADD people have higher IQ's than most we just have a different way of thinking and doing things. We process information differently but we also become extremely bored very quickly. College is different, in High School you have parents hanging over your shoulder, many people with ADD do well in school others don't, and the ones that don't has nothing to do with intelligence or laziness. When you got to college, your on your own, the atmosphere is different, I work at a college and I see it all the time how kids get caught up living the college life and their grades end up the total opposite of what they got in high school. Also colleges don't put the attention on students academic success as teachers (most) do in high school. In college it's pretty much "this is how it's done, learn it and that's it, in college your just a number, you don't get it then it's your problem to seek out help. Many of your issues may have been a result of your ADD going un-diagnosed and the difficulties you had in college.
It appears you have a therapist that has knowledge and experience with ADD so I hope you stick with him. The depression medication wasn't working because ADD was the real issue and since the ADD meds seem to be successful so far and once you see some improvements in your behavior and quality of life you may not feel as depressed. Some depression medication is sometimes used to treat ADD, like Wellbutrin, when given with something like Ritalin, which I have taken in the past, people have shown to be more focused with less anxiety and more optimistic. If you are on facebook there are several "feeds' about ADD and you can get some valuable information and read input from other people that are going through the same struggles and frustrations. You have a good doctor (keep those appointments) and with that and educating yourself your quality of life will improve quite a bit, it won't be easy but with knowledge and support you will make improvements.