“So does having an artistic talent make one more sensitive, more aware perhaps of one’s surroundings and therefore more prone to be overwhelmed by reality and hence driven to produce work in order to make a statement which could lead to depression and possible thoughts of suicide?”

I think you have to be sensitive in order to create art. Having the talent doesn’t make you sensitive. You are born sensitive and therefore “open” to seeing stuff others don’t. This means that us artists are more prone to be affected by reality. This is why we lock ourselves away and spend hours in our studios painting and creating away. It is a solitary life most of the time and for a lot of artists, this is the only way to function as real life is just too difficult.