Welcome to the forum.
Sorry you are in this situation.
Perhaps it would be good to leave, in order to get a clear perspective and to find out that you are more important than the relationship.
I am empathic to your emotions and situations. Been through with my now EX, working slowly on being friends.
Dealing with your depression, working on self-compassion etc is much more important than worrying about
someone who has apparently decided not to support you. Depression is an illness, if he had an ulcer or a heart attack, would he want you to leave to he "got a better handle" on his health?
This is a bit more straight forward that I usually post, however, the stigma on depression is wrong and must be our own advocates. We can take on others peoples guilt.
It is NOT your fault.
It is his loss.
Hope this link provides you with some strength.https://www.mindful.org/?s=depression+and+relationships