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.

You need to talk to him because as much as you chose him to be your person he chose you to be his and you cannot allow yourself to be in a position where he gets drunk and physically harms you or even continues to emotionally abuse you forever. He didn't choose depression and neither did you and you guys can fight against it together but alcohol (as previously mentioned) is a CHOICE. And either you can be his person or alcohol can be his person but you can't enable his poor behaviour by accepting alcohol as a bedmate. He needs to know that his alcohol consumption is harming you. Alcohol is not a valid coping mechanism, and we may all indulge every once in awhile but it sounds like your describing the road to alcoholism.
I'm sorry if this isn't what you wanted to hear but please stay safe <3