What song is about depression and sadness but is not emo?
That depends on how you define “Emo”. By my definition, an “Emo” song and song that’s primarily about sadness and depression are usually one in the same. But I guess you’re probably talking about the typical Rock/Heavy Metal styles so common in popular “Emo” music these days when you use the term “Emo”. Here’s a few songs I know that are very sad and depressing, but not strictly “Emo” in their melodic composition.