Don't you think that with technology and artificial intelligence humans are gonna depress and mentally ill...

That depends on reliance. If we practice AI for the enjoyment and art of it, it cannot lead to depression but if we rely on it for everything, there's a bad problem.

No.
Each human is responsible for how he or she thinks and feels.
Outside events can have an influence, but it's how we interpret things that makes the difference.

For sure. We already have the evidence.