If your depressive disorder is not being taken care of everything is going to bother you. 40% rating for depression sounds weird to me. The VA usually rates it 10%,30%,50%,70% and finally 100%. If you have chronic pain related to your service that is going to aggravate you depression and that's for sure. If you have not brought up the workers compensation stuff I would never mention it at all. If you have work related injuries that complicates your sevice connected stuff no end. I have been there with that. When you ask to have the hip SC'ed you might ask for an increase in your depression rating. What kinds of meds do you take for depression? If your goal is to get TDIU or 100% the depression is probably going to get you there the fastest. If you see unemployment in your future it is good to work on these service connected things while you are still able to work.