When you connect to the vehicle with QGroundControl (instead of your program), does it show depth readings, or does it give warning about no external pressure sensor being connected? It’s best to first make sure (with a known working setup/program) that the hardware is behaving as expected, and then trying to change how it behaves with your own programs.
“Blocking” means the program stops at that point and just waits for the requested message (i.e. execution is blocked until some condition is met).
In this case if the message type is not being received then the code will just wait there indefinitely, unless you also set a value for the timeout parameter, in which case it will return None if the message you’re after does not arrive before the timeout occurs. If blocking is left as False (the default behaviour) then it’s like having a timeout of 0 - if the message is not available in the message buffer when it is requested then it will return None instead of a message object.
If you use timeouts / non-blocking behaviour then how you handle receiving None values is up to your code. It’s worth noting that there are some alternative message receiving / handling approaches discussed in this comment 