Hello, YorkieMom. One possible approach is to speak only in terms of specific symptoms, leaving "depression" out of the discussion. In fact, it would be a good idea to see a medical doctor to rule out physical sources of possible symptoms - thyroid, anemia, etc.
For reference from the
Wall Street Journal:
Confusing Medical Ailments With Mental Illness (It's easy enough, too, to suffer
both from depression and an illness that feeds the depression.)
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My dog

mastered the "fetch" command. He would communicate he wanted something, and I would fetch it.