I can only provide anecdotical evidence, which is ... not evidence, really.
Within my peer group of people on the spectrum (which very often comes with a depression, which is logical) we've discussed Vitamin D studies for years. And multiple of us decided to give it a try for a couple of months. And neither those who tried it INSTEAD of an SSRI, nor those that took both (SSRI + D) could report any measurable difference.
I have a theory on why is that: It is known that low levels of Vitamin D is one likely cause for depression - in Northern Europe, where during winter time people do not get enough sunlight, that correlates very clearly with the suffering of depression.
But potentially it simply does not work the other way round: I moved to near the equator, and I therefore basically have sunlight shining out of my butt, but still am depressed. It makes sense that in this case Vitamin D makes no difference at all.
In summary my theory would be: Vitamin D only has an effect on a depression that was caused by a lack of Vitamin D.