Nick Drake suffered from insomnia and depression throughout his life. Three years and nine months after recording Pink Moon-album he died from an overdose of amitriptyline which he used as an antidepressant. It is not certain if he commited suicide or not.
Suggestions are always welcomed. Especially if they are some kind of depressive or atmospheric black metal or gloomy shoegaze.
I added some information if some artists had some mental health problems themselves when they were recording these songs.