gefloves. there is some helpful advice on Young minds website about what to say as family and friends and you can support your own DD by sharing this website. .
If she is worried about her friend the best thing would be, with your support to Encourage her friend to get help asap. Urge her to talk to a parent, teacher, or other adult . It might be scary for her to admit that there is a problem. so would your DD offer to go along for support ?. If your DD is worried about this and it is a school friend, you could let also the school know in confidence as they will have dealt with this before.
Depression is not contagious, but its understandable your DD feels worried about the pressure, but if she has been distant, its also maybe worth checking with school if there is anything else going on with her. She should also be able to speak to a school counsellor about how to deal with her friends problems...
If you can steer a route of encouraging her friend to seek help, explain with the help of YOung minds, that many teens go through difficult times, but with the right support and professional treatment things get better , she can still be a friend who can be supportive as her friend is getting that support /treatment.
Maybe one way to view this is how would you like your daughters friends to be if she was the one depressed ? would you want them to switch their phones off without explanation. ? I hope she can encourage her to get some help.