(ゆうつ) Clinical depression. Kind of a doctor word.
(おちこむ) Depression (lit:fallen into something). This is the one you use about someone who is depressed because of external hardships:lost job, divorce, etc.   $$$
がしずむ(きぶんがしずむ) Temporary depression, not clinical depression.
(きがめいる) Same as 気分が沈む.
(いんき) Gloomy – gothic person depressed. The sun is shining and you’re thinking angsty thoughts. Pessimistic.
ふてくされる Sulky like a teenager.
うかない Brooding, lost in deep thoughts.