Anecdotally... Diagnosed with dysthymia as well as double depression a bunch of times on and off. I've been doing this for about 6 years. 10-15 Antidepressants etc including all the latest ones. During that time I've Vaped for about 5 years of it. I had started when it was the only thing to relieve my symptoms at the time.

5 years later... I vape daily. Few issues from that If I do it too much. Feeling slightly burnt out the next morning for example. So I just got a smaller vape that I can take smaller hits whenever I want. I agree with the other poster that high doses definitely help you think about things differently and puts stuff in a different slightly detached perspective. If I smoke to much I may also get more anxiety but got prescribed benzos for that.

I would also like to add that reading books (about anxiety / depression), therapy, meditation (this took FOREVER to see any change), and making small improvements to make my life better has helped more than all the antidepressants.