On some level I think you are under valuing this.

Your situation is not easy. Lets look at the facts:

Your financial situation is tight and causing you both stress and worry.
You have depression.
You both have kids to look after.

And instead of being there, supporting you, easing the burdon etc, he goes out with mates, plays pool, party, get drunk, go to a strip club and come back late.

I would have been furious and I wonder where you anger goes??/is??

I would also be hurt.

Instead, you feel you should have been there to make sure it did not happen... are you serious?? You are not his nanny/mother/watch over. Where is his responsibility and maturity?

I suggest you start setting some clear boundaries and rules. This way he wont have to come to you to ask for permission and you wont have to say no only to find him disappearing later (this is too much like a mum kid scenario).

Personally, I would mind a great deal if my bf went to a strip club. well done for being so open minded..

I wonder if your depression is fed by some of the unhealthy traits of your family life... I do not mean to be harsh but I think you have to face these issues and set clear boundaries or your depression will deteriorate and your marriage will collapse.

Take good care xx