To the best of my knowledge, there are no scientific studies of any kind on the psychological aftereffects of polygraphic interrogation. This topic is apparently of little interest or concern to the polygraph community.

I would second EosJupiter's suggestion that you educate yourself about polygraphy, and The Lie Behind the Lie Detector would indeed be a good place to start. Understanding the polygraph process may help to mitigate the depression and anxiety you've been feeling.

And for more general information about police interrogation tactics, I recommend Julia Layton's article, "How Police Interrogation Works" on HowStuffWorks.com.