I think Horse Crazy is right in saying that you set yourself up to fail at the family get together. You said it was going to be a depressing time and it was. You have the power to do the opposite. You could have said "I am going to have fun" and you probably would have. Now you had a miserable time and he went out with his friends. What is that going to accomplish other than you will get more upset about
it.
And Horse Crazy is right when she said not to let anybody control your mood. In actuality they can't. We own our own moods, if somebody ruins our mood, it is because we let them. So learn to be your own person and choose to be happy. This can be done if you set your mind to it.
I also agree with couples counseling too. It sounds like you two could really use that. And if he doesn't want to go to counseling, go for you. You could use the support right now and I think that it will help your thinking patterns too. No more depressing thoughts, all happy ones. Give it a try. You can do it.
Hugs, Karen