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However, with the rapid advancement of Vision-Language Models (VLMs), their deployment in clinical settings has raised concerns due to their lack of transparency and potential for bias. While previous research has explored the intersection of fairness and Explainable AI (XAI), its application to VLMs for wellbeing assessment and depression prediction remains under-explored. This work investigates VLM performance across laboratory (AFAR-BSFT) and naturalistic (E-DAIC) datasets, focusing on diagnostic reliability and demographic fairness. Performance varied substantially across environments and architectures; Phi3.5-Vision achieved 80.4% accuracy on E-DAIC, while Qwen2-VL struggled at 33.9%. Additionally, both models demonstrated a tendency to over-predict depression on AFAR-BSFT. 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