While I agree that Brett doesn't have to share his personal info, I do think that going to a social gathering and acting mopey yet refusing all attempts from concerned friends to discuss or offer comfort screams drama queen to me.
To me that actually seems like the opposite of a drama queen. It's possible he's hurting and trying his darndest *not* to involve other people. I've been there before...when you're really, really down and you try to go out and have fun, sometimes it just doesn't work, unfortunately. I think there's a huge difference between being depressed and being a deliberate drama queen. I can't say for sure about Brett, of course (I don't even know him) but throwing around terms like "drama queen" really bothers me in a thread like this.
I think that each person's interpretation of this will come from their own experiences. It may be that there are some people who act like this who really aren't trying to attract attention. But my own personal experience has been with people who refuse to answer your question because they want to make you force it out of them. You know, along the lines of:
Me: What's the matter? You look glum?
Her: Oh, nothing, I'm fine (big sad sigh)
Me (not wanting to push her): Okay, then, how about them Oilers/ other general conversation for a bit
Her: Vague hint dropping about how sad she is (eg, Life seems sooo pointless sometimes...)
Me: Continuing up beat convesation
Her: Escalating by saying something negative about everything, making it more and more obvious that she's upset, until finally
Me: So, why are you so upset
Her: Upset? I'm not upset, I'm fine! (big sigh, trembling lips)
Without having met Brett, we cannot know for sure whether he's trying to get attention for himself or not. But given the information we have (constantly wanting to talk about his issues, not allowing the subject to move off of any thing but his issues, an unwillingness to return the favor and support Peach2Play once in a while, etc), I think that Brett is very much like my former friend. She only ever wanted to talk about her own life drama, of which she was always creating plenty. And she loved to make you beg for information - I guess it made her feel special, like you really cared.
Peach2Play, if Brett is anything like my former friend you are doing exactly the right thing by distancing yourself. Emotional vampires will only suck you dry while never giving anything back. As to the nosy third parties, no way should you let them badger you so long. After the first couple of attempts I'd walk away from them. Alternatively, could you turn their curiosity back on them? Something along the lines of "I don't know.. Why? Have you heard something?"