First of all, you have to do what is the best for the baby. Weigh out the consequenses of what would happen if you stayed or what would happen if you left. And keep the babies best interest first.
It really sounds like he needs to talk to somebody or get on medication. But you can't make him, he has to want to do it. I know that it is hard watching him go through depression.
I also think that you need to get some kind of counseling to help you get through this. It would help you to make the right decisions. I can't give you the answers but I could try to help you figure things out. And there are a lot of other wonderful people on the forum and I am sure that you will get some other good responses to help you with this.
Write your different choices down on paper with two columns. One for pros and one for cons and see if that will help you figure out what to do. Sometimes just writing it down helps me.
I hope that this helps you some, please keep posting.