Is this a Depletion MOSFET?
No.
It is  P-channel enhancement MOSFET, not depletion. You will probably not find one as depletion mode MOSFETs are exceedingly rare and I have never seen a P-channel one. You would be recommended to not require them in your design.
I agree it can be confusing with a P-channel as the voltages are negative and datasheets are not consistent in the way they present the negative gate voltage.
You can see from the datasheet that the drain current at zero Vgs is about zero so it is not a depletion mode.