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There is evidence that some antidepressants cause "violent suicidal preoccupation". But it's unclear whether that is a significant factor behind the increase in mass shootings.

Again this isn't unique to the US. Shootings are.

That doesn’t seem to be a correlative factor. How would medically treating depression increase gun volence?

Go find out how many of these shooters were taking these drugs.

Edit: In case you're busy: https://www.ncbi.nlm.nih.gov/pmc/articles/PMC3513220/

Is there not selection bias in this? That people being treated for mental illness have high incidence of mental illness?