Oh hun ((((((((keelium))))))))
I know where you're coming from. My boyfriend has been struggling with helping me through all this too... and we've had many a fights over the same thing. But, depression does this... depression IS hard and it doesn't go away with just a click of a finger.
And I know you're trying hun... you wouldn't be going to therapy, you wouldn't be here, it wouldn't bother you that people say you aren't if you're not trying.
Could you try talking to your boyfriend again. Maybe tell him that you appreciate all he has done and for standing by you and like Turquiosesea said, ask him how he's coping and what you could do together. But, let him know that to someone who's depressed, the comment "just try to be happy" really hurts and doesn't help at all. Because that's all we do... depressed people, we TRY, we TRY OUR HARDEST, noone wants to feel this way. Noone would go through this by choice. It's hard to know what to do when you haven't suffered from depression yourself.

Take care
Molly