At the risk of falling on the category of people you are refering to, the way I understand it is that most people use food, their phones, pornography, or any other of the myriad of stimuli that is available to us as a source of dopamine/endorphin, etc. We teach our body to use these external stimuli to regulate our moods, physiological processes, etc. Hence why, for example, people seek "comfort foods" when their bodies don't like/know how to go from a certain (emotional) state back to baseline.
Again, the way I understand it, much like cold plunges can teach and prepare our bodies and mind to deal with high levels of stress and discomfort in our daily lives, fasting can teach our bodies to regulate itself and not depend on the spikes of dopamine/endorphine we get from eating all the time. Which could then make it easier for us to do the same for other external stimuli.
By fasting we are reducing that dependency on the food front. So depending how we use it, fasting can act like a blueprint for our body to control homeostasis without the need for these external stimuli; the way nature intended.
My initial response would be to think the depression doesn't come from fasting, and would also look at other areas, like light/screen exposure, gut microbiome health, and even examining whether you do the things that genuinely bring you joy, or are living a life where you do things bc they "make sense", etc.
But again, I am by no means an expert and I am sharing my understanding and experience. At the end of the day it is your body, and you know it better than anyone. Maybe stop fasting for a while and see if it helps.
