Simply realize she is what she is and she might change or not. Assume she won't. Accept it or move on. That's all there's to it really.

If she kept it to herself, I'd be even more worried. If she didn't confide in me but did confide in someone else (this is a personal experience thing) I'd be outright offended. I want the person I'm with to trust me enough to not worry about confiding in me, so that I can at least try to give support. If they keep it to themselves or go to someone else, they're better off being with someone they wouldn't hesitate to turn to

Hopefully I my comment will provide some kind of help.

Here are three friends

friend a insists on talking in detail, but sort of looping around aimlessly, about issues involving depression, ego, dissatisfaction with life etc

You can just blow my brains out senpai. I've also been that guy, and if you have any sense, you can tell the other person is getting miserable.

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friend b will not admit (to themselves) that they feel like shit, but they will engage in risky behaviors like dangerous driving, drinking too heavily, fucking annoying pieces of twat trash

this person can also be damaging to be around, because they are throwing their own pain all over the room versus actually dealing with it. it's virtually the same thing, but a little bit more manic than depressed.

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friend c is sad. they don't make it other people's problem by being annoying or dangerous. they just can't seem to be happy.

this person doesn't owe you shit, and if you're sad that they're sad, and getting angry at them, that would be your own problem