He had left at a bad time for you (that is not very supportive) yet, it is possible that he had just felt overwhelmed (and still loves you and is confusing his burned out feelings w that of being out of love)
The two of you have been together for quite some time. Try to find out if he would be willing to consider couples therapy.
Depression is very treatable condition. You may want to connect with a psychiatrist for medication (if you are not on any) and with a counselor. Your whole perception and energy level will change with the right treatment regime. Why let the depression ruin your life and rob your of someone good as he?
Your daughter is too young to understand (but with time you will explain to her)
That was unfair of your telling you that you wont change. Everyone can change including you. And it sounds you're doing quite well. Perhaps the relationship was not the best one to be in. You are right- you should be happy and not stifled.