Depressed 21 year old refuses medical help. what can we do to help him?

Confrontation: Kind and gentle but firm confrontation by significant people in his life; even offer to take him to specialist and promise to be there with him but he needs to take that first step. If he is dangerous to himself then call call moble crisis team to come out to him and they will do an emergency mental health assessment.

Depression help: Depression carries a risk of suicide; so monitoring severity is essential. There may be many reasons for the refusal; the reasons may guide your strategy. The more people who can be involved, the better the chance someone can connect. Therapy is not "medical help" often "needing help" means admitting "there is something wrong with me" or, worse, "they think i'm crazy".