I agree with the others that bypassing the advisor is not a helpful strategy.
But, you should also understand that the point of this exercise (the M.S.) is not to just end up with a finished thesis.
It's to show that the student has developed the mathematical/scientific/technical and professional maturity to produce a piece of M.S.-level independent work, in spite of any personal and interpersonal problems that come up.
If the student has a problem with depression, he should seek help from a mental health professional. If the student has a significant interpersonal problem with his advisor, he can ask for help from the person at the university who is in charge of graduate studies. If the student has a problem with writing, he can ask for help from the writing center.
But ultimately, it's up to the student to get things moving. Having someone "walk him through it step by step so that he can get finished" is probably missing the point.