Well that's the problem right there
Shove a beer into his hand, slap him on the back, flash a big smile his way, and say "Suck it up man & quit being a baby. We're here to hang out with you because we enjoy your company. If my plotline is making you uncomfortable then either let me know and I'll do something else or be a man and play along. Popcorn chicken & 10 minutes of your time isn't worth making yourself unhappy."
It seems like we're surrounded by these types of people these days and I've never seen anyone like this change. Really...who
isn't claiming to be depressed or on medication to deal with some form of depression? Quite frankly I'm tired of dealing with it from people and I've become pretty blunt towards my friends who are exactly like this. People have too much time to sit and think about silly things all day and make themselves depressed, and then they make people put up with their childishness.
The only thing that will help this guy is himself because obviously therapy & drugs don't work (it's not working for him). Just be there for him as a friend, explain to him what he's doing and how it's affecting him, and just be supportive. Don't cuddle him & act sympathetic towards his childlike behavior because it'll just make him feel more lame...leave that to the women (& a woman is his life is most likely what he needs). My 2 friends who are just like this enjoy being treated like men around us...it makes them feel normal. We aren't mean to them, we just razz them & follow it up with some good old fashioned male bonding. Acting like his mom is the last thing he needs.