The story was good and well-written, but I was struck while listening by a thought.
A fairly significant percentage of the Cosmic Horror subgenre feels like it could be summarized as, "Neurotypical person experiences depression and anxiety for the first time." Oh, you've realized that life is meaningless? That you are not special and are, in fact, only a very elaborate meat puppet whose awareness of its own existence is wholly accidental and probably illusory? That entropy always wins and death is inevitable? That the universe is a cold machine that did not intend you to exist and will not care when you stop existing? Yeah, join the club, bucko. We have pins.
I appreciate the time spent with this protagonist in advance to show us how and why this came as a shock to him, so that I could at least feel bad for him going through the process so abruptly and so roughly. Often such stories take as a given that you, the reader, currently think you are a special and beloved child of $DEITY and that your life has meaning and purpose, and that their revelations are therefore a surprise that will unsettle you.
Or maybe strict-materialist strong atheists with chronic depression just aren't the target audience for that stuff. XD Shame, 'cause I like 'em.