It is very hard to separate the shock of the diagnosis and the mental issues. I believe the mental issues are on going and with you all the time, whereas after a time the initial shock of your diagnosis is overtaken by the mental.
I have found the mental the difficult one, waiting for results of the many PSA tests, results of scans, all play constantly on your mind, "has my cancer progressed, what do I do next etc."
Then when you couple this with ED, and the other side effects of your treatment it is not hard to see how a man goes into depression. I think the depression builds up slowly and you don't really realize what is happening to you.
Because the side effects are different for us all, some guys have very few and others get the lot. It is difficult unless you have been there for others to understand what you are going through and the changes that have occurred both physically and mentally.