I am assuming that your depression was diagnosed by a health care professional? If so, you need to continue with your therapist and need to look into medication. There is a ton of help out there, and it will not make you a "zombie", contrary to popular belief.
Sounds like your husband could use a bit of compassion training, but that is another issue.
Your health comes first right now... Suicide creates problems. Please speak with your health care provider.
What have you done to treat the depression and anxiety? You need to be in treatment and if you are contemplating taking your own life and losing your will to live, this is very very serious. Do you see a psychiatrist??
What about meds,there are some excellent medications for anxiety that work so well.Often the other spouse never understands and it makes the situation worse.Suicide is never the answer and medication will stop those irrational thoughts.Think about you are your children and ignore him if he is being abusive.Keep active and if therapy is not helping you then talk to your doctor and go from there.All the best.