He is very strong willed, which is one thing I love about him, but that strong will is impossible to bear when all you want is to be heard and told it's gonna be ok - I very much expect he returns your feelings, but I wonder if he is unsure how to deal with your feelings of depression. They can be very frightening for people unfamiliar with depression.

Perhaps you are in a spiral of depression that makes him more amd more uncomfortable and perhaps you need a little relief - maybe your doctor can prescribe medication just to help you break the cycle?

I wonder if you can give him some steer on how to help - say perhaps 'I would like sometime to take my mind off things, take me to the seaside or bowling or wrestling greased pigs', then he can feel he is doing something which will be a relief to him, and he may be more receptive to talking about things. Just a thought.