GIF is always an option lol. I don't believe you can embed a depth pass in a tga pretty much all formats have pluses and minuses go with what your comp software likes. I like to use exr https://www.openexr.com/ when I'm rendering out passes in MR. Otherwise just use any of maya's lossless formats 
Do yourself a big big favor and get some compositing software.
Dave
From a readers' Q and A column in TV GUIDE: "If we get involved in a nuclear war, would the electromagnetic pulses from exploding bombs damage my videotapes?"