Is there any relationships between antidepressants and high lipids?

No: 2nd generation anti-psychotic medications (like clozaril, zyprexa, seroquel, rispderal, and to a lesser extent geodon, abilify, saphris (asenapine) and latuda) are known for this side effect.

Unclear: While a relationship exists between some of the "second generation anti-psychotic medications, the link between anti-depressents & abnormal lipids is less clear. While depression is seen with obesity , metabolic syndrome and cardiovascular disease, the cause is unclear. It may be medications or perhaps other disease associations between the two conditions.