In Mrs Dalloway, we are given the opportunity to see the world through the eyes of a man who has gone mad because of the war. Though we can all certainly see that Septimus has been driven mad by the violence and death of combat, many characters deny the very possibility of madness. Dr Holmes in particular thinks that Septimus is just "in a funk," and that gaining some weight and distracting himself will be the perfect cure. Septimus’ visions are also a source of anxiety for his wife, who feels like she has to hide him from the prying eyes of the public. She dreads what people must think of her husband (and of her) for the way that he behaves. By presenting Septimus as she does, Woolf suggests that war can cause profound psychological effects – something society at her time was not prepared to accept because shell-shock didn’t conform with "right" British behavior. In Woolf’s day, people were still trying to understand the psychological effects of World War I. Septimus (and presumably many others) has to reconcile what it means to be a man who suffers, when he’s back in proper, post-war society.
Woolf suggests that there are many different kinds of madness, but their source is common: "madness" is a label given to people who have lost their faith in the government.
Dr Bradshaw understands Septimus' madness, he just refuses to help him heal.