This is just advice from one user to another. And though I am very “mentally complicated”, I haven’t ever had a depression diagnosis. So take this with a grain of salt and perhaps discuss it with your therapist:
I think you should mostly worry about becoming a slave of your training plan.
This is very common among people who do structured exercising. If something prevents us from reaching our daily or weekly goal, it is as if the world is coming to an end.
Often this means that we will injure ourselves physically, because we ignore signals from our body, telling us that we should back off a bit, because the body isn’t able to maintain this training load right now.
But it also means that if other life events (work, travel, family stuff) stop us from reaching our daily goal, we can very easily panic. We will either try to fit in the training in a way, which isn’t really possible, or we will be mentally affected by not being able to do our training.
I guess that this is not something you want to experience on top of a depression.
So my advice would be:
Consider every day’s training as something extra you did that day. Not something you had to do to reach a goal.
In sea kayaking, we have a saying which in my opinion also applies to training plans:
“Plan your paddle. But don’t paddle your plan at any cost.”