Depression Support Group
Depression is a real and debilitating condition that is often misunderstood by family and friends. Its meaning can range from a prolonged period of sadness to an actual mental illness with specific symptoms. Find and share experiences with others who are going through the same struggles.

You are in a very tricky position. I really understand, as my step-daughter in law is in your same position.
Just know that when he talks like that, it is his depression talking, not him. That is very important to understand.
I think that support groups are very important for family members of people with issues of any kind.
I'm glad you found your way here. Keep posting, venting, etc.
That's what you need right now. And probably some space from him.
Hugs
The best way for you to help him, is to help him get into therapy, and then you need to care for yourself, and also make sure that you keep up with your interests, and not lose yourself to him.
Does this make sense?