The later part sure got depressing, starting from Toji's incident. Asuka's mental corruption was terrible.

But I never truly felt depressed when watching the show, since we got to see characters like Misato and Rei II develop and open their heart to help others. Rei II died but she died as a person instead of a tool, dying to protect her love. Same for Misato, while I always felt so touched in that EoE scene, it also encouraged me to have hope in this world because humans can be so beautiful and great.

We already have a thread covering this subject. I'm merging your post with it - BernardoCairo

No. I think Eva, especially NGE and it’s ending, are quite hopeful.

I've never felt depressed when watching it, but I did feel pretty empty after watching the series and EoE on netflix. Of course, that didn't stop me from trying to find a box-set to order.