The following mods need to be below Depravity in your load order
Satellite World Map by Floor Below (to prevent issues with map icons not showing up in the right places)
Diamond City Expansion by statsmakten to avoid flickering/disappearing items (that mod goes below pretty much all your other mods)
The load order of Fusion City Rising, Project Valkyrie, and Depravity doesn't matter. Outcasts and Remnants should be above Depravity in load order.
LOOT will help you sort load order if it's not already built into your mod manager.
Other potential conflicts
NCR Ranger Veteran Armor - This armor is located in the secret room in Kellogg's Apartment in Diamond City. If you make certain choices in Depravity, you won't have access to this room. To get the Ranger Armor, do console command: help Ranger 4
Then find the 8 digit ID under ARMO. Then do console command: player.additem xxxxxxxx 1
But replace the x's with the 8 digit ID.
Stella Stimpak animation and power armor
Stella uses a custom race, just a variant of the child race that allows combat. You can Stimpak her like normal, but the Stimpak animation won't play.
Don't put Stella in power armor. Not meant for kids. She'll turn invisible.
Power armor can become invisible when you abandon it in interiors with low ceilings
Just remember where you left it. This issue is due to room markers. A room marker is used for optimization, so that objects in other rooms aren't loading while you're not looking at them. But when a room marker is in between a ceiling and a floor, and the top of the power armor is up near the ceiling, it can make the power armor invisible when you exit it. This is unfortunately a vanilla "feature" associated with power armor and room markers, so we can't do much about it. This will happen on the first and third floors of Concord Fallon's (but not the 2nd and 4th floors).
Ellie in Valentine's Detective Agency
If you complete the quest "Reunions" before completing "Unlikely Valentine", Ellie may give you the Far Harbor quest to head to the Nakano residence before she tells you about Nick having gone missing. After she talks about the Nakano case, she'll talk to you about Nick.
Vanilla quest objectives when choosing to spare Kellogg
If you choose the route to spare Kellogg, you will occasionally see vanilla quest objectives marked as completed for things you haven't done (e.g. talking with Amari, Virgil, or Dogmeat). This is necessary for continuity with the vanilla main quests (The Glowing Sea, Dangerous Minds, Reunions, etc.) so that later vanilla main quests will continue functioning properly.
Recommend playing the initial Kellogg confrontation scene, in Fort Hagen, without headphones
Some of Kellogg's lines from his memory scenes, which have heavy reverb, were repurposed into his normal dialogue. However, not all the reverb from those lines was able to be removed. In the initial Kellogg confrontation scene, there's still an audio difference between his regular lines and the memory scene lines, and the transition is noticeable in three places during the conversation. The difference is more obvious if you're wearing headphones. It's barely noticeable, or not noticeable at all, if playing without headphones.
Not all armor is being removed when enslaved
The script that removes armor/weapons is keyword based. If a weapon or armor mod, or something Bethesda put in a DLC, forgot to use a standard keyword, the script won't remove it, and you'll still have access to the item while imprisoned. Power armor frames also are not removed.
Not all weapons returned when escaping the slave market
This can happen occasionally if you have too much stuff in your inventory. If a weapon isn't being returned, options are to reload an earlier save, store some of your junk in the Concord Fallon's workbench before proceeding, or just use a console command to get the weapon back.
Scrapping walls
Not all walls in Concord Fallon's, New Rexford Hotel, and Diamond City Strongroom are scrappable. Best not to scrap exterior walls as you'll be staring out into the void. One person got a crash when they tried to scrap some exterior walls in the Diamond City Strongroom. Most stuff in the interior cells is scrappable, but not all.
Settlement construction on the lower three floors of Concord Fallon's
You can build anything on the top floor of Concord Fallon's. Not on the bottom 3 floors. If you want to get around that limit, you can do one of the following:
1) Build something on the top floor and then drag it down to one of the lower floors.
2) Build whatever you want on the lower floors, but it won't show up in game unless you:
A) Hard save, Exit to desktop, and Reload the game, or
B) Leave the building, travel somewhere far enough away like downtown (or at least 5 cellls away from Concord) then come back. Until you do that, the item you place will be invisible (e.g. a chair will be there, and you can sit on it, but it will be invisible until you quit and reload the game).
3) If you use Workshop Plus by Kinggath, use method 1 above, then use the "Duplicate" hot key to duplicate any item that already shows up on the lower floors.
More permanent workaround:
The reason you can't build everywhere visibly is the building uses room markers for frame rate optimization, and that interferes with the building function.
If you want to disable the Concord Fallon's room markers in FO4Edit, look under Cells, Block 8, Sub block 9, AAConcordPlayerBase. Under Persistent there are 3 room markers, and under Temporary there are 2 portal markers.
Delete the room and portal markers and you can build anywhere without the invisibility issue, but your frame rates may suffer significantly, so don't try it unless your computer is high performance.
Concord Fallon's Fallout Shelter does not have room markers, so there are no limitations with building in that interior.
TL;DR Fallon's Administrative Offices isn't a full settlement. You can send companions or settlers to live here, and you can spawn your own settlers at the hotel, but you can't assign supply lines (Brahmin blocking doorways) and you can't build everywhere.
Settlement construction on the lower three floors of New Rexford Hotel & Casino, or the casino area
You can build or scrap anywhere in the Day Spa. You can scrap items anywhere in the hotel. You can also build on the top floor of the hotel, but not in the casino.
If you want to build in the casino or on the lower floors of the hotel, you can do one of the following:
1) Build something on the top floor and then drag it down to one of the lower floors or the casino.
2) Build whatever you want on the lower floors or casino, but it won't show up in game unless you:
A) Hard save, Exit to desktop, and Reload the game, or
B) Leave the hotel, travel somewhere far enough away like Sanctuary Hills (or at least 5 cells away from Goodneighbor), then come back. Until you do that, the item you place will be invisible (e.g. a chair will be there, and you can sit on it, but it will be invisible until you quit and reload the game).
3) If you use Workshop Plus by Kinggath, use method 1 above, then use the "Duplicate" hot key to duplicate any item that already shows up on the lower floors.
If you want to disable the New Rexford Hotel room markers in FO4Edit, look under Cells, Block 5, Sub block 6, AANewHotelRexford. Under Persistent there are 2 room markers, and under Temporary there is 1 portal marker (sort by name to find easily). Frame rates may suffer on a weak PC.
TL;DR The hotel isn't a full settlement. You can send companions or settlers to live here, and you can spawn your own settlers at the hotel, but you can't assign supply lines (Brahmin blocking doorways) and you can't build everywhere.
Rexford Day Spa, Concord Fallon's Fallout Shelter, and Diamond City Strongroom do not have room markers, so there are no limitations with building in those interiors.