I don't feel like I exist in a "female role" particularly, and I certainly don't feel either stifled by it or lost due to the absence of it... it's just something that isn't a factor for me. However, to answer the other part of your question, without getting into the details I am by definition sometimes depressed and sometimes very, very not depressed.
Most women I've known have struggled with depression at some point, but I would say that in the majority of these cases it's been situational and for a limited time; I would not say most of them would fit the criteria for a depressive disorder. And I would say exactly the same of most men I've known. Many men just seem to express it in quite different ways, but because of my long experience with mood stuff I feel like I can tell from a variety of types of signs.
_________________
"And there are days when I would be away . . . Oh, wherever men of my sort used to go, long ago. Wandering on paths that other men have not seen. Behind the sky. On the other side of the rain." -Jonathan Strange and Mr Norrell