Yes, it works through the depot. I left all coins and zaoan chess in my depot and traded there, it worked perfectly. Only the part of the capacity that limited the trade to 96kk, as it is only allowed to trade 100 items at a time. I will explain in more detail:
Let's assume the exchange will be one doll for 120kk.
As I don't have 120kk at the moment, I will test with coins of equivalent weight:
23:45 You see 100 gold coins.
They weigh 10.00 oz.
23:47 You see 100 crystal coins.
They weigh 10.00 oz.
Assuming that the doll you are going to trade costs 120kk, we will need 4 Zaoan Chess Box. Considering that the Zaoan Chess Box are in your depot and doing the test, the following message appears: "You can only trade up to 100 objects at a time." In this case, the limit of 100 items per trade was exceded. We see that the biggest detail of this negotiation is the issue of the quantity of items. Also remembering that the 4 Zaoan Chess Box count as items, you would be able to trade:
1) The maximum value of crystal coins for this trade would be approximately 96kk in Zaoan Chess Box
2) Don't forget to equip a backpack in your set to receive the doll
3) Remember to have the capacity to receive the doll (nightmare doll: 18 oz)