I feel like the problem with a depressive character is that they're usually side characters.
Now, mind you, a depressed character CAN be a main character, but that means their depression does not rule them.
Yorick may very well be depressed. He has every right to be, but his depression doesn't define him. He carries on in a bid to lay those wretched wraiths to rest. He cannot afford to waste his energy and time moping. He has a job to do.
The moment that character who prefers to live alone and avoid living things STAYS doing that, they will not be a main character. Sure, you can get them to do that if what you'redoing is making the "living" bad guys. At which point, we are now rooting for the guy trying to escape. The problem in that is that i's not characterized as a type of power fantasy. Yes, it'll make for an interesting character in certain ways, but there is no solid strength to them.
That's why Galio's personality got reworked the way it did. There was no actual strength to it. Yes, he is a gargoyle. Yes, he has power and physical and magical strength. The problem is, what about strength of will? The will to fight against odds. Old Galio did find his will, but that will came after a long sentence of depression to where, after receiving hope, his will was merely to not stay idle. It wasn't to defend the powerless or to defeat the enemy. His will was merely "I shouldn't stay depressed like I am." Hell, you can even argue that his fight against said depression is more..."passive."
New Galio is, in a way still depressed. The difference is, you can sense an active defiance of it. You here it in his quotes how sad and lonely it is when the magic is gone. He fights the one thing that gives him life. His struggle is to actively enjoy life. Not to avoid despising it. One is attempting to move forward. The other is trying not to fall back.
You know...it's like the difference between "Fighting to win" and "Fighting not to lose."