I have heard several different theories on depression in gliders.
One being a lone glider will get depressed and self mutilate unless you spend a TON of time with them.
Another one is that depression is more of a myth then a reality. A long time glider owner on another website says that similar to dogs, that live in packs, but many people own only one dog and you become their pack then they live fine as a single dog. She states she has/had quite a few lone gliders (some just won't take other gliders) and they do fine and have never self mutilated.
We have one lone glider(plus two colonies), his previous owner had his colony mate die, and then left him in the backroom in a small cage. We put him in a big cage, changed him to a better diet, and give him more attention. But he came to us completely unbonded and very scared. we are taking it slow and he is getting better and friendlier but still very scared. We hope to get him in one of our colonies or give him to someone that only has one glider in the future. For now his is alone, runs in his wheels, is vet approved healthy and is active, curious and getting less scared. he also shows no sign of any self mutilation.
I suggest you should still consider a cage mate for him sometime in the future, but if not, just get him bonded to you, give him some time in larger glider safe area to run around at night for awhile. I don't think you need to panic about depression, keep your eyes on his behavior, is he active, healthy, curious, friendly, eating well?
taking him to a glider experienced vet, and asking some questions about depression is a good idea also.
I can only tell you what I have experience from our lone guy and read from another experienced owner.