I'll just start this off by saying I don't/haven't had depression. However, I did spend a year with a girl who did. And on the basis of that, I'd honestly say to keep talking with him is the most important thing.

I know it clashes with what you've said, but when she cut me out of the loop on how she was dealing with her depression, it just became impossible to trust her--I have no idea what she was doing, or why--and so eventually I just had to give up and leave. Yes, when I was the only person with whom she'd talk about her problems, I'll be honest, it did get to be a drag when night after night after night, our conversations would end up being about her problems, but that situation was a thousand times better than not knowing. At the end, when depression had pretty much (allegedly) taken over her life, and yet she lied and tried to hide it all from me, that's what destroyed our relationship, because I was a boyfriend only in name, and I don't have the words to tell you how that hurts. Maybe I would have ended up leaving her anyway, had she been honest and open with me, but honestly I'm not sure; I loved her enough to stick around for three months of being sidelined and ignored, so I think had she tried to keep me aboard things would have gone better.

Yes, I'm a teenager. A stupid one at that. With hindsight, I'd have liked her to either continue being open with me, or just... you know, muster up the strength and dump me herself, instead of telling me to stay by her side while keeping me at arm's length.

But, again, I understand you really don't think being more open with him will help. I can (and I do, by the way) offer to listen to you talk, if you think that will help you by blowing off steam, but you said you're only comfortable with your boyfriend (and of course there's no way you can quickly reconstruct that kind of trust and connection with some internet stranger). And I understand breaking up is terrible, but at some point, if the only thing you're doing to your partner is hurting them, and you know you can't stop, I do believe you have a duty.