Keep following the direction it (the depot) points from your compass. After you have gone
to all the buildings but one (assuming you're going through all of them one after the
other from your start point): On this last building, there is another door (first floor)on
your immediate right as soon as you enter the main door(AS SOON AS YOU ENTER THE DOOR,
TURN YOUR CHARACTER RIGHT). You may not notice this second door since the stairs on your
front will kinda get your attention (that's what happened to me so that it took me a long
time to find the depot myself!). This second door leads you outside and that will be the
OTHER side of the area (other side of all the buildings that you have gone to when you
started the level). Once outside, depot's on the left. Good luck! :)
P.S.
Sorry, I know this is not too clear which building it is; I got a little bit confused
myself since most of them, if not all, looked the same. But this special one is the only
one with a second door on your right as soon as you enter.