It’s because he is in a hopeless situation, we will keep a very close eye on, he looks depressed.
A. where, that B. when, which C. that, why D which, that
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解析：考查定语从句和强调句：句意：是因为他处在绝望的境地，这我们可以密切的关注，他才看上去沮丧的。第一空是非限制性定语从句，which指代前面的situation，第二空是强调句，句型：It is+强调部分+that…,强调的是原因状语从句，选D。