Is depression a social construct? Is HIV a social construct?

This is an interesting topic. In the context of your post it's clear that you mean that you don't believe "race" refers to sets (of people) whose boundaries have been drawn more or less arbitrarily: that is what you mean by socially constructed. But on that definition, while HIV, which refers to a packet of RNA molecules, is not socially constructed (AIDS might be), depression almost certainly is a social construct, since the lines between normal moods, dysthymia, and major depression are drawn partly with respect to ability to function in society - and indeed, within that criterion the lines are also fudged around to leave out forms of malfunction that are considered normal/desirable.

If you turned around the definition and had it refer to something else, though, we might decide that race is a social construct and depression isn't. (For example, if we asked what causes people to fall into one set or another, the depression example would probably might, in the short term, invoke factors like low social status, family dysfunction, and poverty, but in the long run we would say the ultimate explanation is cortisol, and beyond that, the evolution of specific brain functions. But if we were looking at race we might invoke, in the short term, the races of the parents, but in the long term population movements and broader historical trends like the Columbian exchange.)

If you think the concept of social construction is interesting you might read more about it - for example, Ian Hacking's The Social Construction of What?. For this thread just remember (a) to keep reminding people that you mean lines between sets, and (b) to remember that if this is your position, you might not be able to extend your view to the claim that other people are wrong to call race socially-constructed, because they may be referring to the causal dynamics (not how we classify people into sets, but how the sets are populated over time) or the pragmatic side of the concept (why we need a concept of race for, eg, race relations, racial justice, racial equality, whereas we don't talk about haplogroup relations, haplogroup justice, haplogroup equality).

Also, as an aside, you should also decide on whether you think the genetic evidence favors gentle gradients everywhere or sharp discontinuities between sets. If you believe the former, you are open to the objection that genetics explains why everyone at one gradient along the cline is considered to be the same race, but not why the boundary between races is drawn where it is.