The author of the OP’s link on existential depression is James T. Webb, Ph.D. He has recently released a new book (2013, Great Potential Press) which may be of interest and provide expert guidance and support: Searching for Meaning: Idealism, Bright Minds, Disillusionment, and Hope. There is a free online book preview sample at this link. Existential depression and other forms of depression are discussed. The book ends on a strong positive note in discussing happiness and lasting contentment. The table of contents and subjects covered can be previewed on Amazon, using the "look inside" feature.

There is also a past senginar (SENG web seminar) recording on the subject. http://www.sengifted.org/shop/existential-depression.

Webb is also co-author of A Parent’s Guide to Gifted Children, which may prove helpful on your journey.

Parents may also find the books Living With Intensity by Susan Daniels, and Make Your Worrier a Warrior by Dan Peters, to be helpful.

While books may not work for everyone, many families find them helpful in that the extensive examples provided may help a parent prepare to anticipate a situation and proactively recognize what may be occurring, rather than reacting/responding to a situation after the fact.