Good for you for "holding onto yourself" after all that emotional release! I have to say, I was pretty sure X hadn't yet finished with Helen, because of the way he was trying to make it seem as though you both just "happened" to be in the same pub with your respective groups. I notice that recently he said it would be "wrong" to go to pub night when you were there, then he had a change of mind on that and decided he needed time with you--he's still flip-flopping about in his mind.
My H also told me he wasn't looking for someone else, it just happened. In fact, every WAS says that, MLC or not. At some point, they do need to figure out exactly what was missing in their primary relationship, because that void will need to be filled. His saying that things "just happen" to him falls in that same category of seeing himself as a helpless victim. In order to actually move on (and make any decisions about his life) he would need to stop the self-pity and take responsibility for how he got to where he is, and know that he is in charge of his own emotions, choices, etc.
I wondered whether he was hoping that news of your rather public tearfest and chat would get back to Helen, causing her to dump him and relieve him of any responsibilty? Some MLCers who are afraid of confrontation do that because they feel it's a way of ridding themselves of a SO while still appearing like a nice guy. Please be aware, though, that if they do have an honest discussion with the OW about how and why they're ending their affair, it forces them finally to share their feelings openly. Ironically, the break-up can actually create/strengthen an emotional connnection between them at this point when much of the mask has been dropped.
You're doing well not to take his talk of wishing he were dead as your responsibility; it really does seem par for the course at this point in their journey. My H talked a lot about just wanting to run his vehicle into a tree, etc etc. If he begins to see himself as taking charge of his life, that urge should start to fade. If you were to get back together, though, I'd make it a condition that he get some proper help for the depression. And another thing--while the depression is this severe, chances are the snake is physiologically unable to come out and play at this time.