When you are funny, it means that you allow the irreducible gap between what you are and who you think you are to manifest, without tampering with it.
When you are successfully funny it means you allow people to see you being that, living that gap, on stage.
You are radically accepting your finitude.
Depression is an autoimmune disorder of the intellect against its poor phenomenological host being, little you.
Comedic depression is when the depression says, There must be something more than this. I am not a finite being.
Often it manifests as a desire to be regarded as a “serious” actor, by which is meant one whose irreducible gap is sealed or invisible or papered over.
The intellect, like the white blood cells, can't bear mortality and finitude. It wants you to live forever. It will eliminate every contradiction in its path to carry out this (absurd, impossible, destructive) mission.
The “logical” conclusion to this path is the elimination of the host, suicide. It's like going into anaphylactic shock.
Agricultural logistics that now dominates earth is this depression mind, manifesting in global space. Objectively eliminating the finitude and anomalies that actually allow it to happen, the poor voles and “weeds.”
Naturally, I have used my own experience and thoughts to put these ideas together.