  For the skyrmion-hosting intermetallic Gd$_2$PdSi$_3$ with centrosymmetric
hexagonal lattice and triangular net of rare earth sites, we report a thorough
investigation of the magnetic phase diagram. Our work reveals a new magnetic
phase with isotropic value of the critical field for all orientations, where
the magnetic ordering vector $\mathbf{q}$ is depinned from its preferred
directions in the basal plane. This is in contrast to the highly anisotropic
behavior of the low field phases, such as the skyrmion lattice (SkL), which are
easily destroyed by in-plane magnetic field. The bulk nature of the SkL and of
other magnetic phases was evidenced by specific-heat measurements. Resistivity
anisotropy, likely originating from partial gapping of the density of states
along $\mathbf{q}$ in this RKKY magnet, is picked up via the planar Hall effect
(PHE). The PHE confirms the single-$\mathbf{q}$ nature of the magnetic order
when the field is in the hexagonal plane, and allows to detect the preferred
directions of $\mathbf{q}$. For field aligned perpendicular to the basal plane,
several scenarios for the depinned phase (DP), such as tilted conical order,
are discussed on the basis of the data.
