I just finished reading these two books on the subject of giftedness and depression:
The Disappearing Girl: Learning the Language of Teenage Depression by Lisa Machoian and If I'm so Smart, why arent the answes easy by Robert Schultz and James Delisle

Both have been very helpful in helping me to understand my HG dd who recently had a hospitalization for Major Depression. This was the worst journey we have ever taken with this child. We had no idea...her grades had been straight A, she was involved in all kinds of activities, she would do whatever we asked without disagreement... we never saw it coming. Looking back, we can now see the subtle, but explainable by reason of adolescence, clues. We have gone the route of medication and intensive counseling.

I do not mean to scare you, but just to caution you that in our experience, Gifted girls are clever at hiding the depth of how they feel and find ways to reason it away that seem plausible. If you are feeling like you need to seek insight into depressive behavior here, then I would suggest going back to your professional.