I wouldn’t personally recommend listening to delta wave frequencies for depression, so I’m not sure who advised you to do that? People with depression usually have a higher ratio of theta and delta wave activity, so I would normally recommend listening to high alpha wave and low beta wave frequencies, to help balance things. I have some 10Hz alpha tracks for serotonin release, which you can try for free on my YouTube channel here: https://www.youtube.com/watch?v=3NSUcuzpRcY&list=PLveg0IEcZWN6T86nhmSrdwG2kMQtcLRou. I also recommend you give these SMR (low beta wave) tracks a try: https://www.youtube.com/watch?v=HGTvBbrEwZQ&list=PLveg0IEcZWN7yaMaKr8F-eWHALk2_zGqY. I hope that helps.
If brainwave entrainment leaves you with unwanted side-effects (see below) or discomfort, you’re probably encouraging a range of brainwaves that are already excessive in some area of your brain. The way around this is to get a brain map to see what your brain’s strengths and weaknesses are, and see what (if any) brainwaves could use some encouragement.