As a guy, I suppose I can give a decent answer to this, although I was never friends with a jock (we don't really have them in the UK, we have chavs instead), and if someone in my group of friends suffered from depression it never came up as an issue. I know I went through phases of feeling down, but that was probably just hormones because I got over them quickly.

Anyway, calling upon personal experience, I knew I was friends with another guy if I could insult him and he didn't take offence to it. As much as I dislike the word 'banter', it's probably an accurate summary of how we functioned as friends. Everyone insulted each other, and as long we all enjoyed ourselves (and knew where to draw the line), we were all still friends by the end of it. Of course that wasn't all we did, we were video games nerds first and foremost, but I think we all enjoyed making fun of each other more.

I think my example shows how a lot of guy on guy friendships are (or at least seemed to be from my viewpoint, I'm just one guys so I could be wrong). We never acted particularly close, and we weren't very open about our emotions to one another, but beneath all the insults and degrading humor there's a sense of trust and respect. I trusted my friends to never take it too far, and to have my back when I really needed them (which they did most of the time), and I respected my friends enough to know when to draw the line (which I did most of the time).

I can't claim to be an expert on girl on girl friendships, but I think the issue your having is that you're trying to treat this guy on guy friendship like a girl on girl friendship. Guys are just more subtle when it comes to friendship. In the end, it's what isn't spoken that counts.