Is it true that a person is at an increased risk of sudden death if their depressed? and their healthier if they are happy?

Yes: Untreated depression is not good for body in general and particularly for brain and heart. Stress hormones cortisol and other factors such as c reactive proteins are secreted during course of depression that cause serious problems predisposing a person to coronary and brain artery disease leading to heart attacks and brain strokes(paralysis) and death.

The How of Happiness: Book reported that 180 women entering the school sisters of notre dame as nuns in 1932 wrote autobiographical sketches. The amount of positive feeling expressed in the narratives predicted longevity. 90% of the most cheerful were alive at age 85 versus 34% of the least cheerful. Similarly, 54% of the most cheerful were alive at age 94, as opposed to 11% of the least cheerful.