Ask any digital nomads, and if they're not "bromads" they'll be usually ok to admit that they've experienced - at least at one point - a specific form of depression, mostly due to having to deal with all that comes with a self-imposed nomadic life (fleeting in-person relationships, lack of a stable community, lack of feeling "rooted", finding out how hard it becomes when you have to deal with serious health issues, and so on).
Maybe too specific to be helpful, but I’ve heard France is a good place to pass a kidney stone, and India is a good place to recover from tropical illnesses.