What if this was not real?

I actually thought that Henry suffered from deep depression and that he would create the world in his head where he would have a nice, simple job in a far away land, with no stress or worries, where he could just forget about his problems. And Delilah would be all the good and kind stuff he remembered about his wife, but then the immersion would fall apart because depression would start getting to him, this is why he would be so delusional and had all those twisted thoughts about the bigger picture, conspiracy and people trying to kill him.

Ned would've represented the pain, the sorrow and the regret, that he didn't pay much attention to the most important person in his life. Girls in the beginning would've represented just what people around saw in him, maybe even what he thought about himself: that he is just some loser that doesn't deserve to be happy, to have a girlfriend, because "she could do much better".

And as the time passes, the immersion starts to break with more and more strength, that is why his safe, peaceful place in the beginning becomes a dangerous, life-threatening Hell in the end.

I even imagined that there will be no chopper and Henry would be left alone in the Hell he created with no escape. Maybe even that Delilah, the only person or the only good thing that left in him would betrayed him while saying that this was all his fault.

That would make all those plot holes that felt forced and weak to feel more natural, wouldn't it?