You may already know this but it isn't clear from your post. Depression doesn't come with ADHD, it is caused the effects of ADHD. Like, you get depressed because ADHD makes life harder. I would recommend trying to treat your ADHD first and see if that helps. This can help improve self esteem. If that does help your depression you may need a separate treatment.
You definitely need to speak with a psychiatrist though. Some cases require immediate treatment of depression, which is really how I've seen ketamine being used.