Hi, I'd like to help you with your question.
It does sound like your grandson is depressed. Low motivation, not caring about himself or others and withholding emotion (or not being able to express it) all are signs of depression.
If his mother did leave him to be with her boyfriend, he may feel abandoned. Although your grandson is 14, he still operates with a child's emotions most of the time. As a result, he would feel deeply hurt by his mother's actions. A child's connect to their parents is the strongest one until they become adults and even then it can remain strong. Your grandson not only may feel abandoned, but he also has suffered a loss. This is what may have caused his depression.
I agree that counseling would help. His refusal to go may be driven by his fear of forming a bond with anyone else. He may feel that if he tries to trust someone, they will go away like his mother did. This is probably why he continues to threat to run away. He is fearful of being close to anyone.
If you want, talk with your grandson about his situation. Let him know you care and that you are there for him. At this point, it is important that he knows he is cared about. If he goes on the way he is, he may have trust issues and difficulty forming relationships in the future.
If there are others in the family that can step in to help, that would also be ideal. Especially a female such as an aunt or grandmother. This would help your grandson learn that he can form bonds with people and not all of them leave.
I hope this has helped you,Kate