Yes, it happens. When my father quit smoking in the 70s, he went on a short course of antidepressants to get over the hump.
When I started vaping, I wasn't aware of it or expecting it and I had a few (several? it was 4 years ago...) weeks with it really bad. 2 months after switching sounds about right. Got in serious trouble at work for being in such a foul mood, nearly got mandatory time off work after several good talking-tos.
Then I just happened to read about how it's a normal thing to happen to quitters, looked at my e-cig, put two and two together....and my mood immediately improved from seriously depressed to a bit grumpy. Knowing it was a side effect (and temporary) instead of 'a thing' made a world of difference. And then gradually got better.