I hate to go against what a medical professional has told you but one of the well documented side effects of Klonopin is a feeling of Depression =\

I assume you have Bipolar Disorder because your taking Klonopin for anxiety and you have a manic reaction to anti-depressants. In which case it may help for your Mental Health Provider to switch the Klonopin to something like Buspar.

I'm not sure if taking you off it at the cost of increased anxiety to see if you are depressed is a good solution.

Talk to your doctor and see what solution you can both reach.