When can you start feeling the full effects of fish oil for depression?

Never. Krill oil and fish oil are the new snake oil, both are high in omega 3 fatty acids which are extremely fragile. Omega 3 fish oils reduce triglycerides by impairing the liver's ablility to make them. However the oxidative stress caused by fish oil actually raises LDL cholesterol. Some day we may use the phrase "this is just more fish /krill oil" or "here comes the fish/krill oil salesman".
Maybe not Ever. Statistical associations between fish oil (actually dha & epa from phytoplankton) & depression have been observed, but this does not prove cause & effect & no double-blind clinical trials to demonstrate efficacy have been started, much less completed, to my awareness. A majority of research is observational because it is cheaper & is used for sales promotion. Good luck; yet buyer beware, as always.