Hi
I didn't have them at the same time so my experience will be different to yours.
Zoladex I had hot flushes, sweats, deepened voice (that don't return to normal),and a few other little probs (mod swings, oily skin).

With Depo I had huge weight gain in the 9 months I was on it. I also started to have other probs but weight gain was the worst.

Cheers
Chris