Xerxes, I too started with Defy after a poorly managed TRT protocol. At 30 years old, we replaced my previous regimen with LD clomid similar to you because it's a good first option for low T in guys who want kids. After about a year, 60 days ago we stopped clomid and went TRT+HCG because while my numbers responded well, I never saw much subjective improvement on clomid. The results on TRT have been phenomenal so far, although it took a month or so to see real improvement.
I want to encourage you to consider a WELL MANAGED TRT protocol, which Defy will do for you, prior to giving up and going a different route.
I too have struggled with depression and anxiety most of my life. Sometimes it's hard to know whether low T/depression is cart vs. horse, but I can say on TRT has virtually eliminated these issues.
Obviously consult with Dr. Saya on next steps, but I just want to give you this note of encouragement as someone who has been in similar shoes.