Were you taking magnesium oxide by chance. If so the bioavailability of mag oxide is very poor, I think less than 25%. You might want to look at magnesium chloride or UltraMag by Source Naturals. Do the test will help to pinpoint nutritional needs.
Other tests you may consider would be a serum Amino Acid test, Metametrix offers this, it is very useful. A complete stool analysis checking for yeasts, rogue bacteria, parasites would be good. You could also do a heavy metal challenge test (see Doctor's Data) to see if you are holding toxic metals that have been implicated in depression.
It is important to look at the B vitamins -they are quite involved in all cell function such as neurotransmitters.