Can't wait to read this. As a person who has dealt with severe depression, and has come through it alive, I'm always interested in new research on the subject.
As for the science: we do know that both psychological stressors and infections both cause inflammation. Stress results in activation of the HPA axis and sympathetic nervous system, which screws up the immune system in various ways (including inflammation). Conversely, having a severe infection can make you feel depressed.
It's really just a theory that inflammation causes depression. I think it's more likely that it's a result of cortisol and/or neurotransmitters (i.e. too much brain activity). Cortisol seems a more likely candidate for being central to depression in my opinion.
The science here seems to be based on a desire to have a physical rather than a psychological cause for depression. Michael Maes has a history of that (see his CFS publications).
Surely that would be beneficial, whether or not the link between depression and inflammation is scientifically proven?
Unfortunately there is a lot of dubious science out there, and a lot of patients who prefer the fairy stories.
Having said that, doing things like exercising and having a good diet will certainly improve health. Exercise has proven to be very beneficial for depression, although I don't think that inflammation has been proven to be what mediates the effect.