What should I do if I start experience some symptoms of depression? Is that outside what NOCD is for? This is especially confusing because I’m not sure I feel sad.

Do you have a NOCD therapist? Often we experience depression as a symptom of OCD

Mention it to your therapist, usually it gets better when your OCD does but if like me and many others theres other reason outside of OCD that you get depression, maybe try seeking out a therapist who specializes in treating it, only if you have the means to do so. 

Also I'm sorry you're feeling this way and I hope it gets better soon.