I'm sorry for what you're going through, especially considering that you have risked everything you had back home for something that was a bit of a gamble from the start.
But I do understand that, sometimes, you have to take the leap of faith in order to make things happen. And you should take heart that at least you tried.
From what I read, you both suffer from depression. He clearly has plenty of issues that needs sorting, but that is really his problem, not yours. Don't fool yourself, you can't "fix" him, and neither he can "fix" you.
You need to take care of yourself now, and get your life back on track.
I wish you the best.