Sasha was diagnosed with depression sometime ago, although for the most part it didn't feature as a story line until a couple of weeks ago - a patient he'd had a long term involvement with died in the operating theatre, and when Ric was talking with Sasha after getting him off the roof it transpired that the young man had in many ways been supporting Sasha through his depression, whilst Sasha had also been supporting the patient. When the patient died, it all came crashing down for Sasha and he got very close to a full breakdown. Ric talked him off the roof after Serena had prompted him to check up on Sasha, having noticed he wasn't really himself.
The creepy guy is Professor John Gaskell (known by many here as GasKill - Holby gave us that one as Meena mistyped his name in a report as that!). He's been conducting a trial into something called a neoconduit which apparently is miraculous and can cure spinal cord injuries and paralysis. However it's also hugely risky and has resulted in several deaths due to his 'I am god and nothing will stand in the way of my greatness' approach. Roxanna cottoned on to something being not right about it all, and was getting very close to exposing him. As further background, she, Gaskill and Hansen have known each other for years - the episode last week had a load of flashbacks to their youth, where it turned out that gaskill's trial is centred on some research she did and he stole. When she got hit by a car, he operated, deliberately caused the locked in syndrome as she'd warned him she was going to tell the truth about him. As she began to communicate via blinking and the alphabet board, he did murdered her by spiking her drip with something so that his secret wouldn't be revealed.