I agree with everyone else that five different anti-depressants sounds ridiculously excessive and unnecessary, not to mention probably unsafe. Do you remember which anti-depressants he wants to put you on?
I'm currently on Entocort and ONE anti-depressant (Amitriptyline 25 mg). When I started taking Entocort, I experienced just one side effect and that was chronic headaches, so I was put on the Amitrip because it prevents headaches. I've had very few headaches since starting Amitrip, so it's working well for me. It also supposedly calms the guts and it has a sedative effect, so I've had a lot of good nights of sleep since being on Amitrip. I haven't experienced any side effects from Amitrip. So yes, long story short, it's possible to be on both Entocort and an anti-depressant at the same time and not have a problem - but I definitely wouldn't take five at once!
If you do go on Entocort, keep in mind that it is milder than pred and takes longer to kick on. When I was on pred, it started working the very first day I took it. Ento took about 9 days for me to feel a difference, and I've heard others on the forum say it can take up to a month. Entocort doesn't really give you that manic hyper energy that pred can, either. But it's working pretty well for me, my symptoms have largely improved in the 3 months that I've been on it. I hope it works well for you too if you end up taking it. Good luck, let us know what happens and what meds you end up on.