I've heard the solo album and find it to be very dark, depressing, and gritty indeed. Take Slide Away for example, the song that Bono added vocals to... "I just want to slide away and come alive again."
I think there were some depressing lyrics on Elegantly Wasted and even Full Moon Dirty Hearts, though not that dark. "What can be found in this sweet damaged smile?... You look for love- you just get skin," in We Are Thrown Together, "I need a new way out of here" in Freedom Deep and quite a few more I can't think of now.