During periods of persistent and inescapable stress, animals can switch from active to passive coping strategies to manage effort-expenditure. Such normally adaptive behavioural state transitions can become maladaptive in disorders such as depression. We developed a new class of multi-region recurrent neural network (RNN) models to infer brain-wide interactions driving such maladaptive behaviour. The models were trained to match experimental data across two levels simultaneously: brain-wide neural dynamics from 10-40,000 neurons and the realtime behaviour of the fish. Analysis of the trained RNN models revealed a specific change in inter-area connectivity between the habenula (Hb) and raphe nucleus during the transition into passivity. We then characterized the multi-region neural dynamics underlying this transition. Using the interaction weights derived from the RNN models, we calculated the input currents from different brain regions to each Hb neuron. We then computed neural manifolds spanning these input currents across all Hb neurons to define subspaces within the Hb activity that captured communication with each other brain region independently. At the onset of stress, there was an immediate response within the Hb/raphe subspace alone. However, RNN models identified no early or fast-timescale change in the strengths of interactions between these regions. As the animal lapsed into passivity, the responses within the Hb/raphe subspace decreased, accompanied by a concomitant change in the interactions between the raphe and Hb inferred from the RNN weights. This innovative combination of network modeling and neural dynamics analysis points to dual mechanisms with distinct timescales driving the behavioural state transition: early response to stress is mediated by reshaping the neural dynamics within a preserved network architecture, while long-term state changes correspond to altered connectivity between neural ensembles in distinct brain regions.