I’m not a health professional and you are better poised to understand your child than I am. Nor do I have kids of my own.
What I do have is experience with depression, first- and second-hand.
For better or worse — hopefully the former — here is what I can offer:
Seeing a loved one suffer mentally is inherently tough, but as long as you are there for your kid you are helping. It’s important that through this you remain kind towards yourself. When I had my own spells of darkness, it was tough to see my family beat themselves up as they thought they could fix things. Sometimes that might be possible, sometimes it isn’t. If that becomes a goal though, that puts undue pressure on the party with the depression.
Maybe I’m misinterpreting you, and I’m sorry if that is the case, but with regards to
I’d say it’s more important to include, rather than it is to encourage someone to “do”. By that I mean for you to go on the bike-ride with him if possible*, and bake together as a family. If he expresses dislike of the bike-ride afterwards, take heart in that it probably did him some physical good, and allow him to come and go as he pleases during the baking process and ensure he knows he’s welcome back at any time. Setting the expectation any higher than being physically present/adjacent is possibly too high an expectation. Active participation is a later step.
I want to encourage you to be open to that what your son is going through isn’t necessarily an unhealthy response given the scenario. This is true for a depression of circumstance as much as clinical depression, although with the latter there are some added elements that require managing.
It might be anticipatory grief. Anticipatory grief is something we can experience when we are uncertain as to what the future holds and we’ve lost a sense of security. @EmilyQ or @planetcybertron, please let me know if I’m wrong.
If him and his friends are technically able, help them with arranging a remote movie-night. It might not be normal, but it’s more social than watching something alone.
* If you are otherwise sequestered in-doors, and there is no government order in-place for you to stay indoors then presumably going out together with him is as safe as sending him out on his own.