Help don't know what to do

Ok so I have been married for almost 4 years now. It seems that since we have been married my dh has gone down hill emotionally and physically. He recently has been diagnosed with depression and anxiety. He lost his job right after my son was born in 2009. Since then he has not tried to have a job to support his family nor kept one for long. Right now we are so financially struggling that we cannot even afford tp or our electricity. It has been shut off twice in the last 6 months. Our car is about ready to kick it. And it is only getting worse. I tried to explain to him that I cannot do this on my own. I know that he is depressed but I also know we are not making it. He has 2 other kids from another mother, but the mother is not involved with the girls at all. I am their mother and have been for 4 years now. I am trying to be understanding i am trying to be patient. But he has only gone to 3 meetings with a psychologist. and now he keeps cancelling. He lost his father in october to als and has some really emotional damaging feelings. I understand about being depressed. I know what is involved with it too. I just don't know if separation is a good idea or if it will hurt him more. I want to I want to wake him up and have him see we are not ok. He has told me he doesn't think he can get a job or keep it. he also has told me he has no intentions of getting one either. He doesn't see how bad things are even though i have put it in paper before him. I am at my wits ends and don't know what to do about it. Not only is he lazy and don't do anything around the house but he is developing some major anger issues. One involving making threats to kill himself, to "bust 'me' in 'my' jaw if i don't shut up" and shortly after his dad passed he threw a cement block through my car window, because i wanted time to calm down and think and he wanted to talk. In 4 years of being with him he has never acted like this. It has never been this bad. Before me he worked 60+ hours a week to support his girls and he was calm and collected and he was a good man. Now thanks to depression he isn't the same. He won't seek help and he won't let me help him. He wants to be a stay at home dad even though it doesn't work out and I really really don't know what to make of it all. To put out plainly i don't WANT to leave him, but at the same time I am not sure its best to stay for either one of us. This whole thing scares me because I love him so much. Any advise? opinion?

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