What would happen to a student mental health nurse suffering from depression?

In the United States, the HIPAA law prevents disclosure of your medical records to anyone who isn't authorized by you to see them. Even for your doctor to speak to another of your doctors, you have to sign a release. If you're in the UK, and I'm guessing you may be from your writing, I don't know how the National Health System works there. You would have to call whomever pays for your healthcare and ask about privacy. You do need to see someone, though.