Depression commonly co-occurs with neurodegenerative disorders like Multiple Sclerosis (MS), yet the potential of speech-based Artificial Intelligence for detecting depression in such contexts remains unexplored. This study examines the transferability of speech-based depression detection methods to people with MS (pwMS) through cross-corpus and cross-lingual analysis using English data from the general population and German data from pwMS. Our approach implements supervised machine learning models using: 1) conventional speech and language features commonly used in the field, 2) emotional dimensions derived from a Speech Emotion Recognition (SER) model, and 3) exploratory speech feature analysis.