Is it permissible for someone who experiences severe depression during congregational prayer but not when praying alone to pray individually, and what should they do?

Congregational prayer is obligatory for an able-bodied man, and in the mosque according to many scholars, for whoever hears the call to prayer.

Depression is not an excuse for failing to attend congregational prayer. It may be one of Satan's stratagems to discourage you and deprive you of reward. Therefore, strive in supplication for Allah to remove all harm from you.