Speak to every player individually.
After the typical "session zero", you may want to talk to each player individually, if they feel comfortable. Someone may not be comfortable saying that they're uncomfortabable with a certain topic in front of others, for a variety of reasons, but may feel more inclined to do so in a more private setting.
As Molot said in his excellent answer, you cannot force people to open up, even in a private setting. But you could ask them if there were certain topics, which they may have issues with, perhaps even mentioning that it's okay that they didn't speak up publicly about them.
Make sure your players know they can approach you.
I've had several different GMs and they all reacted differently to criticism. And by "criticism", I mean any form of expressed desire to divert from where things are going now. It doesn't matter if the topic was "Could we please reduce the amount of sexually explicit content?" or "Could we please have more exploration?", GMs will react differently. Some may be very open to suggestions, others may feel like you're indirectly telling them that they're not doing a good job.
Telling your players outright that, if they have any issues with any topics presented, they can always come to you and speak about it, can go a long way. Asking for feedback after every session or every other session can help as well. For example, just casually asking "So how do you like how things are going right now?", either to the group or individual players, can help people get the foot in the door to open up about potential issues.
Accept that you cannot do everything for everybody.
This may be a hard thing to do, especially if you know that someone has mental health issues, and even more especially if it's someone you care about a lot.
When you GM for a group of players, the most you can do is attempt to accomodate everyone. You can offer people to speak about potential problems they may have, but you cannot "force" players to take you up on that offer.
For example, if one of your players has a personal issue with a given topic and they don't bring it up at any point, or even reaffirm that they're okay with it, then suddenly decide to drop out of the group because it's too much for them - don't take it personally. There is nothing you can do about it, you're not at fault for including it in your campaign. It is simply an unfortunate turn of events.
You can't look into other people and know for certain what they think and feel. Only they have the ability to vocalize their feelings, and if they refuse to do so, then that's unfortunate, but there is nothing anyone can do.