I didn't have noticeable PEM/flueyness but I did feel quite queasy a lot of the time, feeling faint, lots of random aches and pains.I'm not a sufferer so I can't really know, but none of the depression-prone people I've known and worked with ever complained about having the 'flu-like symptoms, pain, and crippling orthostatic intolerance that characterise ME/CFS. You don't tend to see them in descriptions of depression symptoms either.
Depression is multifaceted, but you'd think ME/CFS and PEM symptoms would be distinctive enough to be separated from it. Perhaps not in a single consultation with a newly ill patient bewildered by a whole array of bizarre symptoms, but that's true of many conditions.
But as I said I'm not sure I had 'pure' depression so I'm probably not the best example.