I really like what you have going here. Some feedback for bugs and polish besides what everyone else has covered:
- After unlocking the running loop, I was able to reach the far right side of the level and ended dropping off forever. Pretty sure I wasn't supposed to do that but the fog of depression couldn't "kill" me. Could be fixed with balancing tweaks for how fast it builds up or maybe it could serve as story element (a morbid one though).
- Adding some small text blurp while the player is in the fog would help immensely. I found myself pretty confused why it didn't reset me instantly and ended up thinking it was a bug until the third loop when it finally made sense.
Overall, great work! Depression is brutal and a tough story to tell but you have great foundation for something special here.