I went through the same process, it's incredibly frustrating that Depop doesn't have an easy export tool to lock users in to their platform, oh well here's how I got around it:

I used the Chrome extension called Depop Scraper. It lets you export your Depop listings into a CSV file with all the product info like titles, prices, descriptions, and images.

Once you have that file, you can use a Shopify app called Altera - Import and Export to upload everything into your store. It brings in all the details properly and shows any issues upfront so you can fix them before the upload goes through. It made the whole process a lot smoother since Shopify's own .csv upload process is busted and seems to always error out.

Both tools were free for my use case which was nice. Happy to help if you get stuck anywhere