As for mental health/suicide part, yes he's been (even for like 3 mins) L Island, but wouldn't therefore have come across the "media machine".
Being unable to speak out about something, due to legal reasons, loyalty reasons, Police investigation etc., would be incredibly frustrating and upsetting.
Folk always follow the "no smoke without fire" simply believe the easiest plausible suggestion that they have put to them.
Sometimes fact is stranger than fiction, so CW has probably been shoved through the mill (even if he's been an absolute fatherless word in the past) he may have been unfairly blasted for something he didn't do.
For a lot of people, this would be very damaging and not being able to publicly defend yourself is horrible in this age of Social Media. I watched his video on Instagram and thought he was saying had he not been able to cope/strong enough at the moment, then he can understand how that can spiral towards those type of feelings/situation.
That he removed himself (maybe stayed with family or friends, rather than return to his home address, for press to hassle him) as opposed to being such a big time thing he had to run and hide away, or indeed because he was guilty of anything.