Gabby: Susan, are you okay?
Susan: I'm just so angry. If Mary Alice was having problems, she should have come to us. She should have let us help her.
Gabby: What kind of problems could she have had? She was healthy, had a great home, a nice family. No, if Mary Alice was having some sort of crisis, we'd have known. She lives 50 feet away, for god's sake.
Susan: Gabby, the woman killed herself. Something must have been going on.
TV Series: Desperate Housewives (P.S: They are at a wake talking about her friend, Mary Alice, Who killed herself.)
Shouldn't the bold part be "If Mary Alice had been having problems, she should have come to us"? As a learner, I have learned that we need to use past perfect for one of the parts in 3rd conditional !