Yes, confusion can be a symptom of depression. But it can also be a side effect of your medication. And it can also be a result of insomnia. In short, there is no easy answer to your question.
When taking any medication, it’s important to stay in touch with your doctor and to be an active member of your own treatment team. It is not unusual for people to try a number of medications before they find the one that is right for them. You need to go back to your prescriber to talk about the side effects you are experiencing and whether a change in medication or dosage is needed. I’m concerned that you are taking a medication to counteract the side effects of another medication. I hope you are doing this under a doctor’s direction and monitoring.
Meanwhile, I very much hope you are participating in some psychotherapy. A combination of medication and therapy is generally thought to be the most effective way to treat depression.
I wish you well.