Thanks for the suggestions and links! I'll take a look.

A quick update - I had the same conversation with him a couple more times since then without getting anywhere. Last week I mentioned it to my daughter's counselor - she said that it's normal for kids that age to have "big emotions" and not know how to express them. Sometimes the emotions are so big that they just say the biggest thing they can think of (e.g. "I want to die"). It's not what they really mean, but they can't express it another way. He may not be able to say what is triggering the big feeling, which is why my "what" questions don't get anywhere.

It kind of rang true for me, so I'm going to try a couple of her suggestions for continuing the conversation, and see where we get. For example, she suggested being curious about how he was feeling "Wow that sounds like a big feeling! Are you feeling really (sad, scared, angry, etc...)?"

He generally seems happy, not depressed. It's just so confusing sometimes, and I feel like I never know the right thing to say...