I know the thread has kind of veered a little, but I wanted to touch upon something you mentioned...
You mentioned that one day, you came home from work depressed and just went up stairs and tried to sleep. You said you also felt uncared for because your wife simply continued playing her games. This, combined with her telling you she doesn't know how to deal with your depression/emotions, leads me to believe she didn't know what you wanted or assumed you simply wanted to be left alone. I think that while you're looking for therapy (hopefully for yourself, plus marriage counseling, if she's up for it), you should be telling her tangible things you would like her to do. She can't read your mind, no more than you can read her's. If you wanted her to come sit with you, even just to sit, no talking, then you need to tell her that. I think this has been said, many different times, many different ways, in several of your threads... You two need to work on communicating together. I think it's getting a little confusing, though, with you sharing your emotions... You feel like you're communicating, but nothing positive is coming from it, and you still feel unheard in a way. You need to try to identify what you want out of your conversations with her. Do you want her to simply know what's going on in your head? Or are you trying to get something more, such as a change in behavior from her (ie, coming to sit with you instead of playing games). If you want the latter, then you still need to communicate that. I'm not saying that you want to change her, but if there is something she can do to help you, it might help both of you.. You to feel supported, and her to feel supportive.
Going back to the original issue, I feel like you made a comment about an open relationship, she responded "Sure, go for it" (roughly) and the conversation was dropped. I think you both need to explore this issue further. You still have questions that we can't answer, that need to be discussed with her, to find out what is really going on in her head in relation to this issue. To me, this is just another example of not fully communicating.
But, as I think you've realized, the most important issue is taking care of yourself and trying to find help for your emotions/depression. I hope you find a therapist that can help and the right meds for you. Good luck; keep carrying on.