I don't think he is depressed dude. Trump has dealt with a lot of failure and disappointment in his life. Far more than most ever will. Seriously.

If he feels anything it would be disappointment, and maybe even some contentment. People turned a blind eye to it, but many revealed plenty of information and facts that would paint Pence out to be a deep state rat. Trump knows everything about Pence. Maybe Trump was hoping for some reform. But I can guarantee he didn't place every card in Pence. He isn't dumb. He is disappointed, but not depressed or dumb for that matter.