Making friends while depressed is hard, really hard. I am so sorry for your loss, and I am sorry that the emotional investment you made into this person backfired.

Only you can decide if this is a friendship worth holding onto. But if it helps here is a checklist I use when making decisions about whom to invest my time into since my depression starting.

Am I getting and giving support?
Does this person accept my mental health status and the limitations that come with it?
Is this person bringing calmness or anxiety to my life?

Hope this helps