As someone that as experience a few of those problems at the same time, too, if you talk about it, I'd address the depression piece first, but not without them bringing up the subject first. Depression gives way for many other things to develop if not addressed, and getting therapy or medication when necessary is greatly important. Depression will make every single one of those seem worse and/or more justifiable to the person because they feel so terrible inside.

If their disordered eating is particularly bad, it could be a major compounding contribution to depression, as when one is not receiving enough of the proper nutrients, body and mind go haywire and cannot function properly. However, if pursuing treatment for depression, a professional is able to judge which problem needs addressing first.

Conversation like "It just seems like you could be a lot happier, and you deserve it," is way better than, "You need seek help, right now." Avoid phraseology that could seem like you're suggesting or confirming there is something "wrong" with them. Recognize these problems are struggles, not just habits that need breaking, and that everyone goes through their own struggles, respectively, and the way they feel is not stupid, but something that could be bettered.

And everything growlith said is right. Don't be food or self/harm police. That's not your job. You're a friend, not their overseer or doctor. However, if you see things getting scarily bad, tell her parents if they are of sound mind, because there's a high chance they don't know about anything. If they're not of sound mind, tell the school counselor or a teacher your friend trusts. If you really fear she is at risk to seriously endangering her life or risk for harming someone else, that's when you want to do something like call the police.