How would you suggest handling sudden loneliness, serious depression and very few prospects of things brightening up any time soon?

Should a person going through such a crisis up and go to a place where close family is, even if it means moving abroad in his late thirties? The way I see it, since there is no marriage or family to hold him back, why not pack up and go back to close family members? I don’t think that a fairly stable job should be enough reason to keep such a person stuck in a place where things seem all doom and gloom for him.

The person in question is not even willing to meet someone to share his life with, claiming that he is terrified to make such a step!
What would you advise?