Gosh, tough one. Often intertwined. Our hormones are so well known for causing our moods, right? And the blues, flashes of anger, etc. are very common during the menopause years. When you say treated for menopause, what do you mean? Beware of hormone replacement in my opinion as there are links to breast cancer so really options generally are to help with symptoms like hot flashes. I'd go the path of treating depression as menopause may be a trigger for that but you've also had a history. And THAT you can treat. good luck
I became severely depressed after an (unwarranted) hysterectomy. I had no history of depression and, clearly, the severe and immediate loss of hormones was the trigger. Plus I had a long list of other debilitating symptoms of hormone deficiency. So HRT made the most sense to me and has been a huge help although has not completely resolved all the problems that ensued.
Have you had your thyroid checked? Thyroid problems are common and seem to be more prevalent around the time of menopause. Depression and hair loss are two symptoms that can be caused by thyroid problems as well as menopause.
Hope this helps!