Depression is a widespread mental health disorder affecting millions globally. Clinical interviews are the gold standard for assessing depression, but they heavily rely on scarce professional clinicians, highlighting the need for automated detection systems. However, existing methods only capture part of the relevant elements in clinical interviews, unable to incorporate all depressive cues. Moreover, the scarcity of participant data, due to privacy concerns and collection challenges, intrinsically constrains interview modeling. To address these limitations, in this paper, we propose a structural element graph (SEGA), which transforms the clinical interview into an expertise-inspired directed acyclic graph for comprehensive modeling. Additionally, we further empower SEGA by devising novel principle-guided data augmentation with large language models (LLMs) to supplement high-quality synthetic data and enable graph contrastive learning. Extensive evaluations on two real-world clinical datasets, in both English and Chinese, show that SEGA significantly outperforms baseline methods and powerful LLMs like GPT-3.5 and GPT-4.