Is it's always the case?

[ICantEvenThinkStraight]

That if a previously kind and supportive boss becomes distant, cold and snippy it's because an employee has done something wrong? Or can it be just because they are going through a rough patch themselves?

It can be either. both or something else.

Situation 1 - boss is a good boss. there are issues, (bod is supportive. Issues aren't resolved or get worse. Boss gives up, feels taken advantage of and gets snippy
Situation 2 - boss is a good boss, there are issues, boss is supportive, boss's boss has a go at them boss gets snippy
Situation 3 - boss is a good boss, there are issues, boss has their own issues, boss gets snippy.
Situation 4 - there is an issue, boss consults own boss, is told to be supportive and tries - but then gets snippy.
Situation 5 - there is an issue, boss is supportive, someone else criticises boss for their approach, boss gets snippy
Situation 6 - there may be ab issue, boss is a supportive boss, colleague goes to boss with complaint, > boss gets snippy or

boss investigates and then gets snippy

etc etc etc.

Ok.. but if boss was going to be snippy with employee because there was an issue would they not inform employee of the issue so they could attempt to rectify it?

Of course they should but so many people just avoid confrontation and just change their behaviour.

When I was about 13/14 I told my Dad that it was clear that my younger sister was his favourite. I can't say that I noticed any behaviour change. Years later (in our 40s) my sister and I were talking about our childhood. I told her about this and saw a light bulb go on in her mind.

She hadn't realised she had been treated as a favourite but she sure noticed when it stopped.

Dad never said a word about it to either me or her but clearly, after doing some thinking, he realised it was true and just stopped.

Caused her great confusion and wondering what she had done wrong.

Should said theoretical employee ask boss if they have done anything wrong, and what they can do to punt right? Thanks for all your replies by the way. Appreciated.

Yes I would.

But I would warn them to be aware that the boss may still not tell them.

A no win situation for the employee then? And does not bode well for their future employment there? Again, thanks.

Unfortunately that is true.
The boss has all the cards. Hopefully they would explain what the issue is. Is there anyone else that may have observed the behaviour change?
Or maybe ask for a review, stating the feeling that they feel they need some guidance.
IE asking for support without the boss having to admit to having changed the way they act.

If the boss doesn't feel put on the spot they may be more likely to be supportive with the employees change without admitting to changing their behaviour/

Phrase it like "Is there anything I could be doing better?" Or "I hope you'd talk to me if you weren't entirely happy with my performance".
Or even "Is everything ok?"

Boss could've had a row with partner, be worried about DC or own health.... A gazillion things.