Yeah, that was very odd. Didn't she/they claim the Queen refused to allow her help? But that still didn't make any sense; even if it were true, Harry was publicly in therapy himself, as well as involved in mental health charities. So even if the Queen had refused to allow medical help (?!), why didn't Harry just ignore her and call one of his many contacts? Or one of his friends? Or even, if they were being held hostage and denied access to the outside world (!!), turned up at that theatre and screamed out publicly that they were being kept prisoner and his wife needed urgent medical assistance?! Pretty sure that's the least most loving husbands would do to get lifesaving care for their wife...
By their own account, M said she was going to kill herself. H then asked his granny whether she could see a doctor, granny said no, and H then just shrugs his shoulders and says "hey ho, done my best, soz - now are you nearly ready, we've got to leave in a minute to go to the theatre and you look a right state with puffy eyes and smeared mascara".
As with so many of these stories that seemingly try to make the RF look bad, they just make H look fucking awful; apparently he didn't give her any information about his family, his position, her future role, or basic guidelines of how she was expected to behave. He didn't bother to mention she had to curtsey to his grandmother until they were enroute in a taxi, and when she was horrified as she didn't know how, he fell about laughing. He was a multi-millionaire in his mid-30s and hadn't even furnished his home further than bean bags, and when pressed still refused to even buy his own sofa and told his girlfriend to buy it - on credit, as she was apparently couldn't afford a second-hand sofa (despite also apparently being a self-made millionaire...)
If these stories are even partly true, I can absolutely see why she might be depressed, and I don't think it's the fault of the public, the media, or the vast majority of the royal family!