If you are open up for objective feedback, what may be going on is that you're codependent in addition to being in love and hopeful that he will change and he is benefiting from this.
You have to figure out what was causing the problems during the times you were together. Was it his desire for an open relationship and exploring other options.
He may be afraid of commitment for whatever reason. You've mentioned he is depressed but won't seek help. You've sacrifice a lot for him but that is not causing any improvement in him. At that point, you may want to change your approach to him. You've been to therapy. He would need to consider going to get help for his depression first from a psychiatrist and then couple's therapy.
It would take the two of you to make the relationship work. It seems that you are the one that had done most of the work so far.