Somer spoilers if you haven't gotten this far in the game:
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In one part of Harold's route he tells you he was actually doing well with his depression, until he started getting involved with the Main Character. Not so much to blame him but that the MC got him to open up again and it made him vunerable to his ex-wife's manipulations and getting severly depressed again.
If you do not do Harolds route there is a point in one of the others (Dozer or Darius I think) where the coach has to play at practice and the team noticed he is not moving as well as usual. Harold says he's a bit "sore" and someone suggests he have Dozer look at it since he's into Physio Therapy. Harold, a bit embaressed, declines. This is all suggestive that Harold bottomed for someone the night before but nothing more is actually mentioned. Personally I think Coach Massimo is involved (if you go to the gym to work out alone he shows up to help spot you and really puts you through your paces. Afterwords he said he was going to mention to Harold he was doing a great job keeping his guys on the tennis team in shape, so they probably met up.)