I'm not sure how things work there but I am assuming seeing your GP and even a psychiatrist is cheaper than a psychologist. I would start with your GP. They can help you with your Depression and start you on some medications. They can also start the process to establishing a team to help you with your mental health needs - like referring you to a psychiatrist.

Here many psychologists are pay for service UNLESS you have been referred by a doctor in which case it is usually then covered.

Same thing with work EPA programs. They will refer you to a psychologist and either cover or subsidize their care.