Aside from him being depressed what are the issues?
In what way is he having a hard time handling the relationship?
How old are the two of you?
Thank you for that additional info.
When someone is going through something as traumatic as a divorce, these are all natural feelings for him. It's natural for him to feel like he has failed, it's natural for him to feel a sense of loss....after all, he did go into this feeling like it would be forever. The amount he's going to lose, he will adjust to in time. The best thing is to not do too much pushing, pulling, prodding or even much talking about the situation. Let him talk if he wants to talk, but try to avoid giving too much of an opinion right now, let him work his way through it.
If he's amazing most of the time, I would focus on those times and praise him for the good times and when he's doing well. Don't get too nervous about it, just give it a little time
I welcome your thoughts, let me know if you want to talk more