I've recently become friends with a guy who is VERY different to how most people are and I find them intriguing because I've never met anyone like this.

He says that he is VERY different from 99% of people, is clinically depressed (apparently), feels broken inside, is so far along with being depressed that he now says that he lives life for others, has 0 expectations from people, says that his moral compass is broken, says his mindset is broken (how can a mindset be broken??). He also says that he would never walk away from a friendship no matter what the other person did. He says that he will always treat people well even if others treat him badly. He is also obsessed with human psychology and behavior and is always into reading other people or knowing people, e.g. he would be observant OF the most observant person in the room. He even stated once that he has the power to put someone else in depression if he "raged" but he would never do that. He is so deep-rooted in his philosophies in life that he feels the need to work on this for answers and is even shifting overseas for this. He has also told me about certain experiences of his childhood such as paying people in high school to be friends with him because friendships meant that much to him. Apparently he has given a lot of grief to his family in the past. However, the way he acts is very kind to others and he treats people with the utmost politeness and respect. He also always talks about his mind being a mess and that it just too chaotic to explain and has been so since he was young. During his worst times, he would turn to Christianity to guide him and lead him. Religious values are truly important to him. 

However, with people like this: I just cannot help but think that they are super sensitive to everything life throws at them - that these all become defense mechanisms (being overly kind, having 0 expectations, wanting to make people happy). Sometimes, it just feels like a cry for help because they can have it all - but still feel super depressed. Its because of their mindset and cognition - the way they think is super dangerous. But I believe changing mindset and happiness is also a choice to which some people just do not want to take. I am in no way undermining the severity of depression and am not taking it lightly either but there is only so much you can do to help somebody. They have to help themselves first. I am asking for advice because to some degree - being around this person has affected my mindset too. How can I best help this person? Also, I was romantically interested in this person but I'm not even sure if I should be pursuing anything with them after knowing the state of themselves.