There's a scene where you can see from the perspective of Nan Balat, Shallan's brother, where he's maiming an insect. It's described as soothing his aches. Is that in any way related to how Kaladin feels depressed and down during the Weeping even in his early childhood?
What's happening to Nan Balat is magically enhanced. What's happening to Kaladin is mostly just chemical depression. Be he is really too young to be diagnosed with depression during some of these events, but he's got the seeds in there. So Kaladin is not magically depressed. Kaladin is just legitimatly a person with depression. Nan Balat... What's up with him is... ah... being exaggerated by certain forces moving in on Roshar. (last bit is a bit indistinctive)