1. The package name is rgbdslam, not rgbdslam_v2. If you look in the launch files this is how it is referred to. So try running rosdep install rgbdslam.
2. Based on the error output from Rosdep, it doesn't look like you have a catkin workspace setup. Did you clone it into /opt/ros/indigo/share? You should setup a catkin workspace as per the tutorials, http://wiki.ros.org/catkin/Tutorials, clone RGBDSLAM_V2 into there, then you can execute catkin_make to build the package.