This sounds like we are getting into other issues here. I agree with you that he sounds more in need of therapy than a gender change. But your second post took on the sound of you two simply not having a very good relationship right now. Correct me if I'm wrong because I'm only reading into your posts.

Severe depression can do a numbers on a person's feelings of sexuality in general. Hopefully you can convince him to talk to a professional. Perhaps you both should do counseling together? Would he be more willing if it felt like you were taking on some sort of responsibility? Whether you are or not is irrelevant. He may just need to feel like he is not completely in the wrong for how he feels right now.