if they're genuinely depressed then you shouldn't be expecting a thank you. that's not how depression works. if they're depressed then they already feel like shit and trying to cheer them up is likely to make them feel guilty for wasting your time too.

that said, if you're disappointed at the lack of gratitude or that they're 'stuck' in this state, it might be best to move on. sometimes people can slip back into heavy states of depression; this person could be this way for a while. as you said, you're not very close and it sounds like you're only interested in the rp side of things?

which isn't an accusation btw. i'm not saying it's a bad thing. this is a hobby and like the other anon said, you are not their therapist and it isn't your job to lift them up. so if you're fine with moving on and you're done with waiting, i'd say move on.

or at least limit contact for a while. cut back, or whatever. don't expect anything from them until they feel better. if that happens.

it's not selfish to want to move on. you're in this hobby to write and to have fun, i assume. if they're not writing, you don't need to stick around. some people like that can unfortunately be very draining.