First, I hope your fiancee is doing better. I also hope that if things become too upsetting for you to handle that you do seek professional help.
I think you can explain your fiancee's depression in your application better than explaining your own. I've read many threads on here about people suffering from depression; however, I can't remember if they directly mentioned it in their personal statement to explain gaps/gpa issues.
I'm not really sure what you should do. It would probably be better to explain things in a way that never actually uses the word depression. Talk about diffuculties adjusting to school, homesickness, ect ect, whatever you think triggered the depression. If there was no trigger, just a sudden on-set it is going to be difficult to explain except you saying you were diagniosed with a medical condition and it took awhile to adjust to life with this.
This may not be very helpful advice for you, but I completely understand where you are coming from. Best of luck to you!