Remind him that depression tells us lies. That he has unresolved issues of the past, along with doubts about who he is, and the depression, imo that all could add up to his gender identity issue.

I think he would be wise to not act on his feelings, any feelings, while he is depressed. It could be the events of the past that cause him to think he might not be heterosexual, and nothing in actuality. He wouldn't want to seek other's attention and then regret it once the depression, and the issue, is resolved, right?

When something so important as another person's life is at stake, such as his depression causing such horrible feelings, how can you NOT get therapy, at any cost?