Who's terribly depressed in final confrontation? (8)
I believe the answer is:
showdown
'final confrontation?' is the definition.
(I've seen this before)
'who's terribly depressed' is the wordplay.
'terribly' indicates an anagram.
'depressed' becomes 'down' ('down' can be a synonym of 'depressed').
'whos' anagrammed gives 'show'.
'show'+'down'='SHOWDOWN'
'in' acts as a link.
(Other definitions for showdown that I've seen before include "Dramatic conclusion" , "Denouement" , "Final test, often found in westerns" , "Face-off" , "Final confrontation as in western film" .)