Share your concerns with them.
If you think that they need professional help (counselling, therapy, etc.) then witness what you are seeing and pose the question.
If you think that they are in danger, then disclose what you are going to do and follow through.
MENTAL HEALTH & RISK ESCALATION PROCESS
If you have concerns for your coachee’s mental health, and the safety of themselves or others we hold a duty of care to signpost them to the following support their company proves. Open the following link to find out more and review other relevant documents on Basecamp as well.
For more information on the Thrive Ethics and Escalation Policy: https://3.basecamp.com/3177367/buckets/2564976/vaults/1088712900