Can you file a claim for major depressive disorder secondary to PTSD. What about anxiety secondary to PTSD? Or are those just bundled in with your PTSD claim?

you can only claim one mental disorder regardless of how many sub disorders you qualify for.

The VA just takes all your mental health claims and throws them at the wall and sees what sticks. If you have more than one clear cut disorder I don't think they know what to do with you. Schizophrenia, PTSD, Bi-polar it all amounts to the same thing when it comes to compensation. If you can't work and function you get IU or maybe 100%. If you are less drastically screwed up you get something between 10% and 70%. Your shrink may have some idea of what is wrong with you but the VBA and VARO just rate you for one single disorder. You can get 100% for anxiety or full blown psychosis.

Au contraire, you can claim as many mental disorders as you want.
It's up to the doctors to determine which mental disorder(s) you suffer from, or it's up to you to attempt to describe the various aspects of your mental illness(s).
It's up to you to claim those disorders.
It's up to the C&P medicos to say "yes" or "no", he/she does or doesn't have said disorder(s) and this is how much affected these disorders cause him/her to be.
It's up to the VA "rater" to determine how much percentage, if any at all, that you are disabled.

It would be virtually impossible for the layman to determine which, of many possible diagnosi, that he suffers from, i.e, it took the VA, with it's psychiatrists, years to determine whether I had bi-polar, major depressive disorder, pain disorder or whether I was just pissed off.