I am so sorry, but I think your husband's depression is causing his feelings of failure and not wanting to hurt you.
Also the economy has pushed people with depression into a deeper depression.
Your hubby has only been on the meds for 2 weeks. It usually takes 4-6 weeks for the full effect of the med.
I support you in setting boundaries. Your on the right track in including him at Christmas but he needs to get better and you cannot do that for him, only he can through counseling, his meds and hard work.
Praying for you