While I have never been diagnosed with any kind of depression, riding has always been my "happy place," and in many ways is also my therapy. Not too long ago I was miserable while riding too--the horse I had been leasing (and who I loved, loved, loved) broke his patella in a pasture accident, and I just didn't click with any of the other horses available at that barn. As a result, riding just wasn't as fun, so I started riding less, and I actually got to the point where I had to go see a real therapist on a weekly basis to sort my brain out.
I also recently adopted an OTTB. He too can be very sensitive to my moods, and once I learned that I was able to adjust my riding. When I start getting frustrated, he gets frustrated, or sometimes he gets frustrated which in turns makes me frustrated. To combat this, when I feel either of us getting into an anxious/annoyed/whatever mood, I shut things down. We walk, and we keep walking until he stays at the same pace on a loose rein and I'm relaxed. Then we start again. I saw the same thing happen with another OTTB on a lunge line the other day--he got worked up, things got a bit nasty, and the girl working with him got equally worked up, which fed the horse's anxiety further. I told her to start trotting him and not ask for anything more, and less than a lap around you could see him visibly relax. Two laps around, and you could see her visibly relax. After that they worked like a dream together.
You're the only one who can make a decision on what to do. Think about the above examples though--when you're with your mare, can you find a way to just shut things down when one of you gets worked up? Or do you just have that feeling your personalities aren't going to work? If she goes back to the rescue and you take the gelding, at least she'll go to a good home eventually and you're still saving an OTTB. But please remember that most OTTBs are sensitive. Just riding the gelding once won't give you a clear idea of his personality... like others said, that will take months or years. There will likely be times that the gelding will get worked up too. But please do whatever will make you happiest, because if you're happy, the horses will likely be happy too.
Good luck with your decision!