

As a woman who’s been that down: IMHO you can just empathize, but admit you don’t have the capacity to deal with her needs. That you wish her well, but for your own mental health, you can’t be her rock. She may well know she has trust and relationship issues, and is telling you for the very reason that she wants you to walk away now if you can’t cope, rather than break her heart later.
Of course it’s also possible she’s has a personality disorder, rather than “just” depression, anxiety and trauma. So don’t let yourself be guilted back.
In any case, for both your sakes, and I hope this does not need saying: No sex.
Edit: Based on your responses you’re barely acquaintances. No action necessary, just let it drop.
Sleep apnea diagnosis and CPAP.