I appreciate this post a lot, Prometheus, and I can related to it. The first thing I looked at in your chart was your Leo sun which definitely wants to express itself and say, "I am loveable because I exist." So you shouldn't feel any shame there, because that is part of your birthright with that sun sign.
I'm curious about your Pluto in the sixth house. I wonder if some of the depression may come from the fact that you have had work challenges or you've tried to invest in a career that isn't right for you. With your Moon in Capricorn you may have tried to force yourself, regardless of how you felt, into a career that you didn't like because it was practical. Your sun is in the 3rd house, suggests to me that you might excel in areas that have to do with communication - like acting or speaking. At the same time, you have Saturn in Gemini, which could either focus your communication or make you frustrated in this area. Your Sun in Leo wants to play, but Saturn in Gemini and Moon in Capricorn might encourage you to be serious, and stop being so "frivolous" - even if that's where your creativity lies. The result could be a enraged inner child who is sad all the time. This could be like Tom Hanks in the movie Punchline - you want to be a stand-up comedian but your family wants you to go to medical school.
When I see "depression", I immediately think "frustation." It may be that you need to think outside the box when it comes to work, and I wouldn't be surprised if your Pluto 6th house helped you in this area by creating circumstances where you needed to evaluate your career choices. If I were interpreting your chart in depth, I would be curious to know how your Sun in Leo was nurtured in your family - were you encouraged to play, or did you have to worry about being seen as arrogant when you wanted to shine, or maybe you worried about family traditions (Moon in Capricorn) like a family business or the "everyone in our family goes to graduate school" trap, - which could cause you to feel depression every time you try to assert your individual, natural Leo power.
All this may have absolutely nothing to do with you, but I tell a story when I read a chart - maybe it helps,
Max