I don't know if it is possible to implement within the constraints of the factorio engine, but I'd like to be able to use the ctrl+click/shit+click shortcuts to fill the depot. The main usecase is to get rid of excess stuff that was picked up while refactoring the layout. Currently this has to be done, by painfully dragging each stack to the depot slot. Dropping in a supply depot is not really an alternative, since they are often full.

From what I saw in the mod code, this is not feasible, since the depots are copies of assembling machines, and their GUI and interaction cannot be modified using the mod api.

What I've done to go around this is I have a massive storage, which I call trash can, and I have several Supply Depots that are only fed by this trash can. If your road network consumes all of the types of items in the trash can, it will eventually use those up and empty the trash can.

Oh, and if that causes priority problems (that is, if the drones never get those items cuz another supply depot is closer), you can use circuit network to solve that. I did, but I will let you find out how to do it, don't want to take all the fun off it from you ;)

First I thought I could use gates to isolate depots, but the drones just tunnel trough them. The only other alternative I could come up with would be to control the loading of the depots, but that would be wasted storage space. So is there something better?

Not that I'm aware of. The one I use is controlling the loading of the depots. Well, it is wasted storage, but for me it wasn't a problem.