Could they be depressed?

Background: I bought Athena (bc) and Zeus (sun) together. Zeus was previously owned. They were housed together. I kept them that way. Around January Athena started nipping and be aggressive with Zeus. From suggestions I bought another cage and separated them.
To date: everything seemed to be working out. My relationship with both finally seemed to be improving. A couple of days ago I noticed that Zeus was acting funny. And Athena wasn't being a little devious bugger (which is the funny personality... Loves to get into stuff)
And then I noticed Zeus wasn't eating. I started giving a lot of extra attention. Changing out fresh foods to entice him. Ok I think I did something bad. I allowed Athena to back in the cage with him. Zeus is eating. I don't know what to do. Because I don't want Athena being mean to him. Athena is back to watching me so she can hurry and knock off the DVDs and getting on my antique clock. And being her terrible toddler self. They are snuggling. Sleeping together. Should I just do this in moderation or am I asking for trouble?

My concern is that a potential behavior change such as this could be a sign of a medical problem.

I really can't say one way or the other.

During anytime you think one is acting strange you should never allow them to get together! If you have further concerns with his health, you should consult with your avian vet as we can only speculate.