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.
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