How does your mental illness challenge your loved ones?

My boyfriend is really struggling. He is desperate to be more supportive and help in my personal battles (mostly anxiety and depression). He does his best to encourage me. Yet despite his efforts, this time around, my anxiety is so strong his support barely makes a dent in it. It is not a matter of him being insensitive or saying the wrong things for he actually is very positive. But he struggles with seeing me remain in my worried state and/or funks. Seeing me throw up everyday is troubling for him.

He is also troubled with the lack of noticable improvement since I have started therapy. He has made the mistake of thinking that therapy is a solution which will improve my situation. I have told him there is no fix that the answer lays in my developing some coping skills. But this too I point out won't make the anxiety go away. It merely allows me to challenge and cope with it. He is grasping at straws trying to figure out how to help me.