I wouldn't put any weight on the depression gut link. I don't think there is causation there yet - only a correlation.
People have linked depression to chronic inflamation as well in a similar way.
I actually do research on depression (though I am a scientist not a psychologist or doctor) and have suffered in the past.
Real progress won't be made till people properly accept that depression is as vague a symptom as 'sore throat'.
If you try and treat all the people with 'sore throat' the same regardless of whether or not the cause is bacterial, viral or cancer then you aren't going to do very well, and you aren't going to learn a lot about the causes either.
This problem is summed up for me by a finding that has been demonstrated multiple times. Monoamines are lower on average in the depressed than the non-depressed population. People treat this in the depressed population with anti-depressants, however even when ADs are effective they don't tend to kick in until about 6 weeks, when the monoamine level is normal within 48 hours. It is also not possible to produce depression in health patients by artificially lowering their monoamine levels.
In other words finding even a strong correlation that makes rational sense and points to an obvious mechanism (as monoamine is a neurotransmitter) doesn't mean its relevant, useful, important, or something you can base an effective treatment on....
If my depression was caused by monoamine, gut flora or chronic inflamation then all I can say is that it is odd that it was cured (after 3 years of fucking around with pills) by 5 sessions of talking therapy...all be it from a therapist with a very high level of training.