Complex sentence: This was a reference to Fry walking out of a West End play that he was starring in with Mayall, as a result of his suffering from depression and cyclothymia.
Split into simpler sentences: This was a reference to Fry walking out of a West End play, in which Mayall was his co-star. The real reason for Fry's exit was actually a result of his suffering from depression and cyclothymia.