Post-writing narratives to fit the story they want to tell about themselves now to meet what they want now is what NPD types do. (And they actually believe the story they are telling at any given time.)
Back then he was breaking free of the nasty family, and did that freedom-flight video celebrating the fact. He was made up. At the time. When he was on his way to American royaly status with deals with all the big players, Oprah and Tyler doing him favours and kissing his royal ring.
Now that he's screwed it all up, the narrative is that he was "depressed" when he quit the UK for LA, so please feel sorry for him, and allow him to mentor you for money.
I don't believe any more anything he says about any aspect of his mental health at any time in his life. His story changes to meet his current need; and the lies and inconsistencies mount and mount and mount.
ETA: Paradoxically, I think he has mental health issues, but I'm damned if I'm going to believe he was "depressed" for two weeks back-when - cos, why should I when he lies so much.