Hi,
I understand how hard it is to go through something like this with someone you love so much. You would do anything for him, and it sounds as though you feel slightly abandoned, and very hurt.
A few years ago, my boyfriend at the time ( we are now happily married) went through a similar depression. It lasted for about 4 months, and culminated in a brief break-up. I love him very much and decided that i should treat the situation the same way I would if he was physically ill... I waited, I was patient.. I put my feelings on hold, and tried not take anything personally. It sucked, im not going to lie, it was the hardest period of time spending time feeling abandoned by the person i loved the most, but in the end it paid off, our relationship is stronger than ever, and he felt really great about how much time and patience I was able to show him. That your man is going to therapy is a really good start,and I think its true, its not about you and you have to be patient, and not push him to talk if he doesnt want to. Maybe just offer this, " Id love to hear how things are going with your therapist, if you would like to tell me about it.", but dont put pressure on him.
It sounds like he has a lot of issues he needs to resolve, and having you as a solid support during this can make you both stronger, together and individually. You just have to remember not to take his behavior personally. If you love him, be patient and dont give up, I think the idea of therapy could be great too for both of you, but it sounds like you ought to let him get through some of his issues first.
Good Luck!!