In reality these are very complex issues with many possible factors. Of course ego and psychology plays a huge role, but brain health and diet also plays an important role. For example, if your brain is filled with toxic chemicals like lead and mercury, good luck feeling well. You have to research and investigate what your root issues are. Ego is always gonna be a huge factor but there might also be other factors. A lot of mental illness is due to traumatic and terrible childhoods, improper parenting, etc. BTW, I don't consider depression a mental illness. Yes, ego is also closely related to mental illnesses because what happens is that early childhood trauma is not properly dealt with by the ego, which then produces all sorts of dysfunctions. Of course serious mental illnesses can also have physiological factors. It's usually a combination of factors. Don't underestimate how powerful the ego is. It's running your whole life pretty much. It dictates most of your survival strategies and emotional reactions.