Hi Jonny. I'm in a similar situation, but I'm trying to handle things a little differently to you.
My husband has been depressed for at least a year now and I've just been as supportive as possible. By that I mean I've encouraged him to spend time doing new things socially and at work...of course, I now find that he is working too much and the people he has been hanging out with have a really unhealthy view of what is 'normal' when it comes to relationships.
I know that he wants to be 'completely alone'. He says he needs to work out what he wants. He also claims that his leaving will spare me pain and hurt in the long run (he also thought suicide would achieve the same thing). He's telling me to move on and go out with other people - so are my friends.
But I can't let him leave without being 100% sure that he will be okay. I worry for his safety and sanity left on his own. I've told him that I will be happy to part, if that's what is best, once we've spoken to a professional councellor. Then I can be sure that I didn't give up on him too quickly, and that we'll both come out of it having learned something about each other and (more importantly) about ourselves. So, he's staying in the spare room and we're waiting at least three weeks for an appointment.
If I let him just go, and continue to live in this suspended state of emotional limbo until he works out what he wants, then I may quite well go insane. It seems impractical too.
I know I'm equally confused as you, but at least you know others are going thru the same thing...
I can recommend a book which Relate publish called 'Staying Together - from crisis to deeper commitment' by Susan Quilliam. As I read it I kept shouting 'Yes! Exactly - thank you!' because it confirmed so much of what I was feeling. But it's also overwhelmingly positive and uplifting. It's got exercises and quizes which you can do alone or together depending on how your communication is faring.
Hope this has helped in some way. I'll be keeping an eye on this strand to see if anyone else can help. Take care.
Luv Donna.