"Depressed and close to tears these days" = 'sad'.
Close to tears means last letter of tears = S.
These days = AD (Anno Domini.
"Split here in Balkans" = 'Croatia'.
Split is a city in Croatia.
"Seriously - Oz truck's stuck in sort of clay" = 'acutely'. Is a ute some kind of truck??
Sorry. I can't explain this one. Anagram of CLAY and ETU. ETU stands for Electrical Trade Union in Australia is the only remote connection I can find.
Have you thought of changing your paper for one with better crossword clues?