Welcome Zinha.
Could your crossdressing be causing some of your depression? No, not exactly. The fact of repressing it, and the fact that you feel guilt, shame, disgust, the constant impulse buying and purging, yes, that could, be having an effect.
I am not a Doctor. But from my own experience, then yes, having this always in the back of your mind can have a very negative effect. I would think it very likely that this is part of the problem, but talk to your Doctor about it. Even if any of us were Doctors, we can't diagnose the problem on a forum.
The first thing to know is, there is nothing wrong with crossdressing, and no need to feel guilty or ashamed about it. Of course, it isn't understood by most people, so depending on where you live, and your relationships, you may need to keep it to yourself. As others have said, discovery is an almost a certainty at some point. I will tell you, as will others, being able to be at least a little bit open with somebody, is a very great relief to most of us. I am not going to tell you that you need to tell someone, or who to tell. You know your wife better than we do, you know your friends, and maybe have an idea as to how they will react. Once you tell someone, you can't go back, and they may tell others. This is your choice, and you have to consider the possible events that will come from it.
The exception is your Doctor. A Doctor, at least where most of us live, is bound by his/her oath, and medical and privacy regulations to keep such information private, and they can't make a proper diagnosis without all the information.
Many of us have found that just being able to discuss it on here is relief enough. We are always ready to listen. When you read the other threads, and responses to your own threads, keep in mind that everyone is different, and we all have different motivations. What one experiences and thinks is right for them, is not necessarily right for you. Good luck!