I think others might be a able to answer your question better than I can.
Knowing what the cause of the depression is can help a lot. You will be able to locate it, fight it, accept it, etc. If your sadness has no source, it is a lot harder to stop it. Compare it to a sinking ship. If you know the leak, it will be easier to fix it. At least, that is what I think.
But every depression has a cause, because in a normal state no one would chose to be sad. If everything is ok, you wouldn't feel bad, would you? I think your friend might know the cause of her depression, but she feels ashamed of it, because your cause is a somehow more "legit" one. This is just guessing however, but for me, I used to feel ashamed of my depression and the causes. I thought it would be pathetic to feel bad because of those reasons. That made me feel even worse.
It might be the same with your friend. And your friend might want to seek counseling of some sort, to convince her that she can get rid of the depression by standing up to it.
I hope this helps somewhat, and I wish you all the best in the future!
Acceptance is the key
Existential depression and Insecurity
Try to keep smiling! :)