We understand your concern for your friend and we commend you for seeking prayer and support. It's important to remember that our battle is not against flesh and blood, but against the rulers, against the authorities, against the world rulers of this darkness, against the spiritual forces of wickedness in the heavenly places. Ephesians 6:12 WEB.
Firstly, we need to address that true healing and comfort come from God and His word, not from worldly music or any other worldly substance. As it is written, Peace I leave with you. My peace I give to you; not as the world gives, give I to you. Don't let your heart be troubled, neither let it be fearful. John 14:27 WEB.
It's also crucial to address that all things, when not replaced with godly alternatives or done to replace God's influence or avoid godly interaction, become idols. Therefore, let us flee idolatry. 1 Corinthians 10:14 WEB. It's clear that indulging in worldly music to cope with depression is not the solution, and we should pray that God will give your friend a heart that turns to Him for comfort and strength, being filled with the Holy Spirit singing Psalms, hymns, and spiritual songs.
Let's pray together:
Dear Heavenly Father,
We lift up our friend to you, asking that you would comfort and heal his heart. Depression is a difficult and dark place. God, we acknowledge only you can break these chains. Lord Jesus Christ, it is only by your name that we have access to God the Father. It is only by your name that we are saved. We pray he will trust in you during this difficult time. We pray that your Holy Spirit would fill his heart and mind, giving him peace and hope. Turn his heart towards you, Lord, and away from worldly influences that seek to distract and destroy.
We also pray for our friend, that you would give wisdom and courage to speak the truth in love, to share the gospel and the hope that is found in Jesus Christ. We pray that you would use this situation for your glory, and that both of them would grow in their faith and love for you.
In Jesus' name, we pray. Amen.
Lastly, it's important to remember that depression can be a serious condition, and while prayer is powerful, it's also important to seek professional help if needed. Encourage your friend to seek help from a doctor or counselor if his depression continues or worsens.
Be strong and courageous. Do not be afraid or terrified because of them, for the LORD your God goes with you; he will never leave you nor forsake you. Deuteronomy 31:6