Someone who has depression, missing daughter (5)
I believe the answer is:
owner
'someone who has' is the definition.
(someone who owns or has something)
'depression missing daughter' is the wordplay.
'depression' becomes 'downer' (depression means feeling down).
'missing' is a deletion indicator.
'daughter' becomes 'd' (genealogical abbreviation).
'downer' with 'd' taken away is 'OWNER'.
(Other definitions for owner that I've seen before include "Person with legal title to something" , "One that secured" , "The person in legal possession" , "One who possesses" , "landlord" .)