From what I've read he was raised with a great love for words and read the dictionary for fun as a kid. On top of that his writing is known for being 'meta', which is very much about the mechanics.
He always struck me as a writer unusually excited about the mechanics, unusual words, the structure of his articles and books, and so on.
As for his depression: I can't help but wonder to what degree his writing might've actually worsened his issues instead of treated them. Whenever I read something of his I cannot help but feel like it's both a diagnosis and example of a particular class of issues that is very much worsened by dwelling on them too much. Like an active alcohol writing about alcoholism and self-triggering a desire for more alcohol.
Of course perhaps that's exactly what makes me love his works so much, because they seem honest and very accurate. Maybe that kind of accuracy is difficult to pull of if you're writing purely from memory or imagination.
I'd be surprised if DFW never enjoyed the mechanics of putting words together. Depression kills enjoyment, but that is a separate issue.