K so I don't like this game for other reasons (i.e. where's the jumpscare tag) but anyways re: the "depression" stuff said in the game that I noticed before quitting after that jumpscare:
I admit I'm not any sort of philosophy major, so I'm probably pretty bad at presenting the case for such things. There is a happiness (aka the "good") that is objective (universal), and our purpose here in life is to know, love, and serve that good.
My guess is most horror stories (especially of this genre) work on assuming some philosophical lies as truth. Anyways I'm pretty sure what I just typed out is probably incohesive but I figured I should try to help resolve issues, or at least start the process of it ¯\_(ツ)_/¯.
As for action probably gonna be outed for suggesting this... , I'd suggest praying the rosary, or the divine mercy chaplet. I'll also include you in my prayers tonight.