Constant headache, frequent crying, Me.

My boyfriend has been suffering from constant headaches, shoulder aches, frequent bouts of crying and fatigue. I feel he is suffering from mild depression as he sometimes has suicidal thoughts as well, he gets affected by smallest of things. He has always been a very happy go lucky person and after moving to Mumbai, his mood has constantly dipped and there's nothing but sadness and tiredness that is seen. Most of the times, he doesn't know as to why he's crying, which is an indication of depression. He is also suffering from low esteem where he feels that he's useless and not worth anything. When he is praised for something good that he does, he starts to feel bad about the person who praised him and he doesn't understand why that person actually praised him because he's not that praiseworthy. He sometimes misses his family. Like he says, he's never opened up emotionally before being with me.