Online relationships (even friendships) can be very different from real life. It is easy to pour out our heart & soul to another person when we can't see them, but it can also be harder to know if they are sincere.

If you have a real connection with this person, then I would strongly encourage you to talk to him about how you are feeling. Try not to worry about overloading him. Often it is easier to talk to someone about mental health if you know they understand how you feel.

If you want a real romantic relationship with him it would be worth sorting these issues out now before you commit. It's also important to look after yourself. Do you have people that you can talk to about your depression and anxiety?