Hmmmm.... How were you after having your baby girl? Did you have postpartum depression?
Yasmin is quite high in artificial progesterones, so the artificialness can cause problems but also, your body gets used to the high progesterone levels and coming down from them can cause depression (this is what happens with postpartum depression).. So you could have low progesterone levels and need some progesterone cream...
or.....
having
too much progesterone can also cause depression. Basically if your hormones are ascrew in any direction, it can cause depression.
Personally if I were you, I'd try to just combat both and level hormones that way. By, say, taking fenugreek/fennel/whatever phytoestrogen you choose for the first 14 days of your cycle and then progesterone cream for the second half.
You can try one or the other or both for a month, and then see how you are feeling

and you don't really need to worry about the PC causing the negative symptoms that yasmin gave you, because those symptoms likely came from the fact that it is an artificial progesterone, PC is natural and thus better accepted by the body.