OP this is clearly some heresy. The Emperor ask his fellow men to rise above their base desires and embrace the highest virtues, while the gods of chaos only seek to bring you to down to their level.
I'm of the thought that Slaanesh would encourage you to indulge and dive deep into your depression. You'd begin to find comfort in avoiding anything that worsens the accompanying anxiety until one day you find something that lets you avoid it all and even feels good in ever increasing excess. Eventually all that matters is your quest to get more of that something leaving behind a wake of chaos as you leave your job and destroy your family, community, and yourself.