Diesel train depots are introduced in 1933.

This is the modern train depot. I think it fits quite well in the architecture stile of the 30s, where industrial buildings are very functional but frequently use primitive materials still. (the rolling gate is of course not appropriate, but it's a wee detail.)
There is no need to use the modern depot graphic for the steam depots after 1950, it's only the last decade of steam. Rail in britain was also in the decline, so there will hardly have built a lot new steam depots.
The hood already said it's not necessary to distinguish between steam and diesel shipyards. The steam engines aren't manufactured on site anyway, the construction work is the same.
What matters is the size, if it is an ocean going vessel or a channel barge.
For modern road vehicles the depot should really not matter for diesel/electro/hydrogen or magic, there's no work done on the motors of the latter one, only components and drivetrain etc.
The tram depot looks also quite good for trolleybuses. Horse has already it's own stable. There's a temporary solution for steam and diesel road depots required. The icon solution should do nicely there, until someone produces some distinctive graphics.
As a side-note: Ingame i don't see any benefit from it, it's just a bit tedious and can be a strain in the early game. So it would matter if the player starts the game in the late 50s and has to decide for either steam, diesel or electric, as there's not enough money and revenue for more than one depot.