I think it's more likely that they both fuel each other. I mentioned one such possibility in the article such as inflammation-Dopamine accumulation-ROS generation-more inflammation pathway. Similar axis could also exist for cell damage caused by depression. Then there can be behaviour alteration, where poor lifestyle habits may fuel further inflammation.
I have heard of reports on depression altering pain perception. However, there are also reports on pain-sensing neurons being able to turn on the inflammatory response (I did a small post on this). Though at the moment I am not aware of the nociceptor-inflammation-depression axis. Something that should be looked into, however.
Ah! Turmeric. I remember as a child, having to drink a glass full of turmeric dissolved in hot milk. I would get that every time I would get wounded while playing. Quite recently someone gave it to me the last time I caught a common cold. I was fine the next morning, though hard to say if it was meds or if it was the yellow latte. I find this suggestion of turmeric very interesting and would love to explore the possibility.
Thanks for for your insightful comment, I have a lot more questions in mind now. If you happen to find something interesting during your review, please share. :)