Since none of the 300 official mental disorders has any defining physical test for diagnosis, there is no proof they exist. Period.
You could interview thousands of people who say they feel depressed, and you would find significant differences. The more you listened to their stories, the more you would be convinced of the differences.
You would be splitting apart the central idea of “depression” and realizing it has no common center.
This is hard for many people to believe. That’s how brainwashed they are.