The first thing I'd like to say is that if alcohol is a major theme and he is drinking due to his depression, he needs help. This isn't help that is going to be able to come from being in a relationship and is likely something that he needs to come to. If you think it is a serious problem, I would recommend speaking to him about the issue and offering resources that he can seek out for alcohol abuse and for depression.
Additionally, from what you describe, it sounds like the depression is the result of this back and forth. Depression is a serious issue and if you have not suffered from it yourself, it can be hard to understand the feelings that people go through at times. Depression can often times make you feel as if you have nothing left to give. The medication that people are prescribed can often make you feel as if you don't have feelings anymore.
While he may care about you, it sounds as if he has some serious things that need to be taken care of in his personal life. The idea that he doesn't want to lose you, but can't be in a relationship with you right now is one that can be difficult to accept. Understand that if he has decided to break up with you, you should respect his decision. Caring about someone who has just broken up with you can be hard, but people need support to get the help that they need. Be respectful of what he wants in the situation. Let him know that you are able to go with him to meetings or appointments or whatever is needed, but if he doesn't want you to then that needs to be accepted as well.
Danielle Deovlet - Dating Site EditorDating Site @ BellaOnline