I do believe that Shalin is faking the whole depression thing.
When he was with Tina, after every time she would fight, then come back to talk to him, coz as she had said, you need someone to talk to and she had no one willing to listen to her apart from Shalin. This made Shalin look good and goofy and Tina as a possessive and toxic person. Shalin got this from outside feedback that Tina is giving him image makeover, so he stuck to her and spinned that "I am innocent and in love with Tina still she treats me badly" narrative which portrayed him as Tina's victim. It was running very smoothly.
Until, Priyanka decided to stick to Tina. She smelled Shalin's hypocrisy and called him out. Tina also have someone to talk so she doesn't go back to Shalin. This fails his "victim's"plan miserably where he started to look bad as narrated by Salman about his comment. He couldn't take it that Tina now won't come back to talk to him and portray him in good light got him crazy. He still tried but didn't succeed. He got scared after faking so much in front of camera he may still be seen as negative hence whole depression drama.
On Sunday's epi when Ekta Kapoor came, he gave Tina ladder for supporting him.how soon he got into so much anxiety and depression due to her