Major Depression

For some reason, there is inconsistency in the way that the MesH Depressive Disorder and Depressive Disorder, Major are used.

If you want Major Depression:

"Depressive Disorder, Major"[Majr] AND ("major depression"[tiab] OR "major depressive"[tiab])
OR
"Depressive Disorder"[Majr:NoExp] AND ("major depression"[title] OR "major depressive"[title])

That should capture the relevant stuff - you can change Majr to MeSH and/or add subheadings depending on your question.