Major Depressive Disorder with Psychotic Features: This diagnosis is the most likely because the presence of auditory hallucinations in the context of depressive episodes is a common manifestation of psychotic depression. The hallucinations are typically mood-congruent, meaning they have content related to the person's depressive thoughts.

Schizoaffective Disorder: This condition involves a combination of schizophrenia symptoms (like hallucinations) and mood disorder symptoms (like depression), which can present similarly to the described symptoms. The key to distinguishing it from major depressive disorder with psychotic features would be the duration and prominence of psychotic symptoms relative to depressive episodes.
Bipolar Disorder with Psychotic Features: During depressive phases of bipolar disorder, patients can experience psychotic symptoms, including auditory hallucinations. The presence of manic or hypomanic episodes in the patient's history would support this diagnosis.
Post-Traumatic Stress Disorder (PTSD) with Psychotic Features: In some cases, PTSD can manifest with psychotic symptoms, including hallucinations, especially in response to trauma-related stimuli. A history of trauma would be crucial for considering this diagnosis.

Neurosyphilis: This is a rare but potentially treatable condition that can cause psychiatric symptoms, including hallucinations and depression. Missing this diagnosis could lead to severe neurological consequences, making it critical to rule out, especially in patients with risk factors for syphilis.
Temporal Lobe Epilepsy: This condition can cause auditory hallucinations and mood disturbances, including depression. The diagnosis is crucial because it requires specific treatment that can significantly improve symptoms.
Brain Tumor or Cerebrovascular Disease: Although rare, these conditions can cause a variety of psychiatric and neurological symptoms, including hallucinations and depression, depending on the location and nature of the lesion.

Schizophrenia: While schizophrenia can present with auditory hallucinations, the presence of prominent depressive episodes as described might be less typical for this diagnosis. However, it's a consideration, especially if the hallucinations are prominent and depressive symptoms are less so.
Huntington's Disease: This genetic disorder can cause psychiatric symptoms, including depression and hallucinations, along with characteristic motor symptoms. It's rare and typically presents with a family history and specific neurological signs.
Wilson's Disease: A genetic disorder that leads to copper accumulation in the brain and liver, which can cause psychiatric symptoms, including hallucinations and depression, along with neurological and hepatic manifestations. It's rare and typically diagnosed in younger individuals.