It appears as if you haven't told the DepthOfCoverage tool to restrict the analysis to you genes of interest. So what happens is that you get depth of coverage for the complete genome which in your case is most likely 0 for most of the genome. In the log-file you provided you can see a list of paramaters that you have set for the analysis (after: Program Args:). There should be something like -L /path/to/yourfileofinterest or --intervals /path/to/yourfileofinterest. I think your first problem right now is how to a compatible (Picard-style) interval-list file. You can have a look in the GATK documentation for more information.