but yet

1. We would use but or yet if the surprise was not normally expected to cause pleasure. Use and if there is no expectation either way.

It's my surprise and pleasure to learn my depression made you so happy.

2. Are they correct and good?

So they're good sentences if I want to express the idea that the pleasant feeling is normally unexpected.
Thanks for your constant responses to my English study questions.
(You're a British English native speaker, are you? (I assume that from your location: France (ex-UK)

Blues

Yes indeed.

Thanks a lot for your confirmation!

God bless you!

Have a nice day!

If my depression made somebody else happy, I would be angry not pleased.

Sure, that's the general feeling, I believe.

But in that case, I didn't mind. I really kinda felt not bad to learn that my blog in a domestic BBS whose subject is the depression about having to write essays made someone laugh, though I was expecting sympathetic or encouraging comments.
It's strange though, those laughing smileys really amused me. Hard to describe…