I learnt the hard way that you cannot save someone from themselves. In the end, it is your boyfriend's responsibility to help himself, not yours. You have already given him your love, loyalty, and support. If you give him anything more, you are the one who will suffer for it. He will continue to be depressed either way.

Take care of yourself; be kind to yourself. If this relationship is emotionally draining - as I believe it is - take a break from him or breakup altogether. No relationship is worth such relentless turmoil.