NEH, in such a case the only thing you can do is CARRY ON.
Do for yourself, quit making yourself crazy with this. Eat well, exercise, meet friends for lunch. Have a life. And look after what needs to be done for him as if he were a patient you looked in on a few times a day.
You need to get some distance from this. Don't beg or complain. His depression is HIS depression. It is sad he is in a really bad place. But get this...you may lose him at some point...and then what? YOU NEED TO BE OKAY...now and then.
There is help for him, there are pills for him, docs to see. It is up to him. Like alocholism...it is HIS.
Hopefully, you will be fine in the end.
Hugs,
Carol