More depressed to find energy in cloud (5)
I believe the answer is:
bluer
'more depressed' is the definition.
(I've seen this before)
'energy in cloud' is the wordplay.
'energy' becomes 'e' (physics symbol as in E=mc2).
'in' means one lot of letters goes inside another.
'cloud' becomes 'blur' (I've seen this in another clue).
'e' placed into 'blur' is 'BLUER'.
'to find' is the link.
(Other definitions for bluer that I've seen before include "with more swearing?" , "Wastrel" , "More conservative" , "less in the red?" , "individual who squanders?" .)