Can't speak to depression, but I know a bit about ADHD. We all started out as hunter-gatherers, but most turned to the plow, with the dawn of agriculture. Some, however, retained the hunter-gatherer aptitude. And we're the ones who are ADHD. While big Pharma is quick to label it, along with restless-leg disorder, as an ailment requiring meds, I see it as a personality-type.
Two good books on the subject are 'Driven to Distraction' and 'Delivered from Distraction'. The 1st is about recognizing you are the type, and the 2nd is about adapting to it. Most ADHD-types can lead happy & very successful lives, if we embrace our personality, rather than try to make ourselves fit into jobs & lives we aren't well suited to. There are some jobs we just won't do well, unless heavily-medicated and generally miserable (eg. we make horrible accountants). There are others that are perfect for us. My field, for example, is almost exclusively staffed by ADHD-types to the extend that it's used to describe the types of candidates we're looking for.
Regarding meds, like many, I've lived most of my life unknowingly self-medicating. ADHD types are drawn to the "ines".. caffeine, nicotine, amphetamines, etc. They hit us a bit differently that they do most, enabling us to relax & focus, vs. making us hyper. This is, of course, in moderation. Sometimes they can be useful when we need to focus on detailed and/or boring stuff, but regulating their effect is tricky. Most ADHD meds are basically amphetamines, in controlled time-released dosages. Having tried the med route, I found it a useful tool for some work situations, but it negatively impacted my natural gift for juggling lots of things under pressure.
For me, I've found that moderate doses of caffeine work best. A tiny bit wakes me up (like everyone else), a bit more relaxes me (unlike most people), and enables me to really focus. Too much and I'm jumpy, like everyone else. Nicotine is unreliable for this purpose, with lots of peaks and valleys. Besides, as you develop a tolerance for it, you'd probably have to vape non-stop, to get the effects you're looking for. Combined with caffeine and/or your other meds, it can cause you to swing all over the map. So no, I would never suggest that anyone pick up vaping/smoking, as a means of self-medicating ADHD. Try experimenting with coffee... small and deliberate doses. Get to the point where you start to feel relaxed, and try to keep that up. That's my experience, anyhow.
I saw one doctor describe it as having a Ferrari engine for a brain, with bicycle brakes... LOL. And America is full of people with this type of personality. A big chunk of our population is descended from people who were restlessly bored with the status of things in their native lands, and jumped at the opportunity to start a new adventure. Many were entrepreneurs and innovators, who couldn't sit still for long. In many ways, America is an ADHD nation. I like to think that this is one of the reasons we've been so successful, thus far. So, the way I see it, you are far from disabled.
And, when you need to sit down and focus on that boring and/or tedious stuff, there are better ways to self medicate than embracing a new addiction.
Oh, and I'm pretty sure that ADHD accounts for a lot of the posts on this, and other, forums... LOL
If you must have nicotine. 
