I agree this is a mental health issue. I made it a point to get the contact details of all my staff in case of emergency, maybe we need to find their family for

I agree this is a mental health issue. I made it a point to get the contact details of all my staff in case of emergency, maybe we need to find their family for example in case of them disappearing and we never find out what happened (for remote staff in particular). Ask him for a contact of someone he trusts and reach out to them, if he isn't able to cope with your next steps, you can make it part of your onboarding process so he doesn't feel singled out. But remember, you are not responsible and mental health is hard.