It seems that <depends> tag in jboss-service.xml only works for another MBeans, not for EJBs. There is not much documentation, only few unanswered threads.
It looks like org.jboss.as.service.ServiceNameFactory modifies dependancy name to:
jboss.mbean.service."<your bean definition from depends tag>".create
and then deployer fails to find such a name
Any input from developers would be greatly appreciated, I spent several days trying to make old code (from jboss 4.2) working and no luck still.
I'm not 100% sure if this is applicable to your use case, but you can try converting your mbean to singleton EJB and manually exposing it as a managed bean. More information can be found here: https://community.jboss.org/message/728201#728201