ODD vs depression/anxiety...
I'm not surprised at the flip-flop between those two... it is VERY common. Given the choice between an ODD diagnosis and a depression/anxiety diagnosis, I'd go with the depression/anxiety...
The problem is that depression in the MALE population can present itself VERY differently from the FEMALE population. Often, where a girl would be obviously sad or "down", a boy is aggressive, angry, etc. Its also not uncommon for kids with ADHD to end up with anxiety and/or depression. So... for now, assume that this diagnosis is at least PART of the problem... then go research "depression in men" and "depression in boys".
Having said that... I don't expect the depression is a primary diagnosis... that is, he likely isn't just "prone to depression" by some biological twist... rather, the depression is likely secondary - the result of his experiences and issues. In which case, you're not done yet... have to find out what ELSE is wrong.
I didn't see your earlier post, and you don't have a signature yet, so forgive me if these questions have already been answered...
How old is your son?
Does he like school? do well? has friends? Or... left out, lonely, struggling?
If he's struggling... with what? reading, writing, math, phys ed, getting things done on time, ... as long a list as you have.
How are his motor skills - fine (writing/printing/drawing, tieing shoes, buttons, working with small-piece toys), and gross (riding a bike, learning to swim, playing ball, etc.)
What about sleep... quantity and quality...
What interventions were proposed in dealing with the anxiety and/or depression?
There are a raft of issues that can be co-morbid with ADHD. Might want to research that area... In particular, motor-skills issues are DEADLY in boys, because boys are defined very early in life by what they can make their body do... and if they can't, they are social outcasts - and they need the social support to survive in school.
Warning: you may be in a situation where your son has multiple issues serious enough to cripple his development but no one issue serious enough to get action out of the medical and school communities. You may have to become the "expert", drive the process, and be prepared to knock on doors, bang down walls, and educate the "whole world"... but you do it because there isn't any other option. (been there done that)
There's also a broad overlap of developmental issues.... ADHD is one. On the other extreme are things like Autism and Downs. And a raft of other stuff all over the place. What this means is that, for example, symptoms that fit the ADHD diagnosis could also be related to something on the Autism Spectrum Disorders (ASD) spectrum.
I'd "ditto" some of the other comments... definitely need a more thorough analysis.
In the mean time... thought I'd toss a few things out there so you have something to think about...
Oh, and while you're at it... if there is any hint at all of motor-skills issues and/or sensory issues, see if you can get an Occupational Therapist (OT) (occupational therapy) evaluation. These areas are their specialty. Won't get you a diagnosis, but the results are respected by other professionals as part of their diagnosis, AND these OTs have interventions that help in the mean time, diagnosis or no. Usually have some weight with the schools, too... if the child needs technology or other specialized supports, an Occupational Therapist (OT) report is usually part of that process.