Oh ouch, was that list out before the submission deadline I was looking for a good source to see whether line-ups have been announced already, but couldn't really find one.
The lineup is ususally announced around 1 hour before the match starts, but Netherlands squad (the list of 23 players) for the matches against Bosnia and Herzegovina and Germany has been already announced and Depay was not included.
Source:
23 spelers in selectie voor Nations Leagueduels