Sullivan,
the best thing you can do for your boyfriend right now is to be there for him as he needs you to be, caring, loving, supportive, patient, giving, if he needs to slow things down, show him that it's ok, and you'll be there when the time is right. Help him with the depression by understanding depression, depression has many many faces. Allow him all the grief time that he needs, if your love is meant to be, your love will get you through this tragic event. Best wishes.