Taking from the point of view of someone who suffers from depression I know what I hope for from those close to me - 1) when I want to be quiet, let me be quiet but don't leave me, I need the reassurance of you being close or nearby, 2) try to understand that depression makes me irritable, it decreases my ability to tolerate things, 2) try to understand that depression reduces my physical energy, physical tasks become laborious and sapping.
If I used one word for depression it would be "loss" - loss of mental energy, loss of physical energy, loss of the ability to tolerate things, loss of the ability to enjoy things, loss of concentration, etc, etc. Depression is not just an extreme form of sadness, it is a kind of shutting down and has many levels and aspects.