I suffer depression. At times it is 'severe'. This is code for 'suicidal thoughts'.
Surviving this usually involves coping strategies.
'Depression' on a crap day in crap weather is low mood. It would be perfectly normal and logical. They are different beasts.
Walking is partly a coping strategy, in so far as it is pretty hard to think about anything much when you are heaving your body up a steep slope.
Dragging yourself home after a knackering day on the hills is actually a good feeling
In GWs case, you are someone who enjoys company and discourse. I would imagine a day spent without meeting many, or particularly if anyone you did meet didn't want more than 'hello'.. you would struggle.
Personally I'm a listener, I'm happy not talking. Being alone is no big deal for me. Though I also welcome company. The dog isn't much for conversation either.