You should approve suppliers based on risk and the documents that you need are based off of the risk assessment and what your supplier approval program dictates. SQF gives you a good deal of latitude on how you build your supplier approval program. however, purchasing form RD might be a huge hassel from a food safety / SQF standpoint.
I don't know much about restaurant depot. My guess is that they are more of a broker / commercial store. I do see they have a portion of their website dedicated to fsqa requests including certification audits. It might be good to reach out to them and see how they can or cant help. Then adjust your plan of attack based on their level of support.