You do have a lot on your plate. Changes are gradual (you will want to get better for your own sake- not to prove something to him or anyone else.) You have not mentioned if you have received any professional help for the depression, bereavement and situational changes that you're dealing with. That may be a very good first step to take. If your work provides you with EAP sessions, you may use some free consultation as a start. Depression is also manageable with medication (so you would want to use all of the options available to you to start getting better)
Some things to come to terms with are- you can not change someone or their opinion of you including his and that of your neighbors (you shared that you want to move away. Running from the issue may not necessarily make you feel better deep down inside) Do not see yourself in a negative light as a failure. It takes two people to make a marriage work (you and him) Try not to blame yourself. You are in control only of your self.
You're doing some positive things for you- trying to lose weight. Make a list of what you would like to accomplish and focus on that. You can also access an on line support group. Become proactive in getting better and focus on you. After all of these things you have had to deal with, it is your turn to feel better and try to make it. Surround yourself with positive/uplifting and supportive individuals. You matter as much as anyone else. Give yourself that chance.
There is nothing that another person can do to change someone else.
If the two of you had never had couple's therapy, that may be something useful (but it seems that he is at the point of following through with the divorce)
Medication alone will not change your feelings, expectations or thoughts. Therapy is what needs to be utilized (that is up to you) You have many issues going on (not sure if you were hoping for an on line intervention- These issues will take time and energy and your effort to resolve/work on.