Depression is an unpredictable weird monster. It does a good job of hiding inside people who seem just fine.
If you are a family member, you are "part of the problem" as it were, and aren't equipped to deal with it. I learned that eventually.
The one thing I have done in some cases in the short term...I know all depression is different but some people work well with this: There are depressives who "check out" and sleep for days, don't socialize. I've made this agreement with my friends who are mildly depressive and they know to do it with me:
Talk to your depressive friend and let them know that you care about them and aren't looking to "fix" them, but when they "check out" and go off the grid for more than a day, you will "check in" periodically on them (daily at least) to remind you both that everything will be okay. Hopefully you can get them to agree to accept and look forward to your short "check-in" contact once a day - a phone call, a quick run for coffee, bring them food, a conversation not about them - because committing to a brief daily gasp of air away from their depression can be what keeps them from sinking totally to the bottom. They need professional help, but hopefully they can also agree that your checking on them is much less of a problem than you calling 911 to bust down the door and check on them when they *won't* respond to you.
Sometimes it does mean if they are having thoughts of self-harm that you can't leave them - it's always better for them to talk about it than not talk about it. I've been in that situation of needing to search someone's house to remove all handy sharp objects. You don't need to call 911 unless the situation is critical, but if you get to a point where you don't feel comfortable leaving them alone, calling the suicide hotline is usually the answer - they are much better equipped to talk to your loved one and they will know when to make the call to get immediate help to them if necessary.