Depression Supporters Support Group
This community is dedicated to spouses, children, relatives, co-workers and others who are actively supporting someone suffering from depression or other serious mental illness. Depression can bring about intense sadness, melancholia or despair that has advanced to the point of being disruptive, which can have a grave impact on the ability of others trying to help.
A Therapy Session is a very private thing. He may feel uncomfortable but that's something he'll need to work out with his Therapist. You do not need to be in that meeting. If your there the odds of him truly opening up and learning to Trust his Therapist and build a relationship that allows him to really let them in on his past trauma and abuse, are very, very slim. This is something he needs to do by himself.
The only time you should both be in Therapy is if your doing marriage counseling, which might not be a bad idea because he's going to have to learn many coping skills to have a successful marriage, and your going to need to learn coping skills to have a successful marriage.
Even though you guys have been friends, it sounds like there are lots of things that you don't know about him and it is not easy being married to someone with this level of Depression.
He definitely needs to do his Depression Therapy by himself.
Take care and good luck.