Do chicks get depressed?

I have a black sex-linked female who I call R.J., which is short for ReJect. She rarely gets in among the other three chicks to eat treats. Sometimes, she goes around and eats bugs instead or finds other interests. While they're occupied she climbs up on high places, like the ramp up to the roost or on top of the waterer. Or, she'll find bugs to eat (I let them out of the coop to eat treats). This morning while I was giving them a piece of melon (I feed them treats by hand) and she did other things for a while, and then settled herself down and tucked her head under her wing to sleep. Is she unhappy, or just sleepy? I'd love to pay more attention to her to make up for the other hens' ignoring her, but I don't think it would actually make her feel better, since they are still skittish around me.