SURPRISE, Ariz. — About six weeks after the lowest moment of his career, Danny Duffy bought a house. Five minutes from the beach, 1,500 feet above sea level, the home is tucked amidst the mountains of the Los Padres National Forest. On calm mornings, Duffy can walk his dog on the tree-lined neighborhood trails.



Duffy chose the place because he loves Santa Barbara, the tony resort town two hours north of Los Angeles. He can run for hours on its sands and scenic roads. He has family nearby. It’s beautiful.



Yet for one offseason, what Duffy needed most was seclusion. In most winters, he would’ve hopped in a car and driven an hour northwest to Lompoc, Calif., his hometown. Maybe for the holidays. Maybe to see old friends. Maybe for a high school basketball game. But as the months pressed on, he couldn’t do it. Not yet. He wasn’t ready.



“To a certain extent it was: I was ashamed of what happened,” said Duffy, the...