Hey Nicole, I'll reply on here instead of on your original post to me. I am sorry you find yourself on here, but this is a great place to start. Keep posting and venting here so that you don't explode on your H instead, and so that you can get some good feedback from a outside 3rd party. So yes, keep posting your sitch here.
Regarding the specifics on your sitch, I agree with what the others have said above. It is extremely lucky that you don't have any kids that are getting thrown into this mix, but it is still not healthy for you to have him coming in and out of the house as he feels like. That would be a first boundary to set. Basically, "I love you and I want you to be home with me, but don't come home unless you plan on staying here". You'll also need to address the depression. I've unfortuantely had a lot of experience with it now with my H, and it has to be addressed or it will continue to destroy your M. Have you talked with him about getting help yet? He seems like he knows that he has a problem and doesn't understand it. I know when my H finally got help (although he didn't want to for so long), it was very relieving to him b/c he finally understood. Obvious, that's just the start of a long journey to overcome depression (or MLC), but you have to start somewhere. For you, start reading everything you can about being the spouse of a depressed person. I read some great books that I'll look up the names on when I get home. It takes a lot of strength on your end as well to help them thru it. Lastly, you'll need to set a boundary on the OW. Make sure to read the section on infidelity in DR for some good suggestions. To make it work with you, he really needs to go cold turkey with OW. As Awest has done, which is the best for you and your self confidence, it's best to say, I want you to come home, but do not come back if you want to continue R with OW. He must be learn sacrifice (and yes, letting so of OW is a "sacrifice" for them) if you want your R to work. But definitely read that infidelity section. EA and PA are a huge part of most of the issues on here, so I'm sure others will have some great ideas as well.
Obviously these are all easier to say then to do, but you just need to learn to find yourself and your own inner strength and he will see that confidence. You have to get your own life while he figures out his so that you can become a better you no matter how it turns out with H. Good luck and keep posting!
Me 27; H 28; S 2 Togeth 9; M 4 Sep 11/14/08 EA OW1 Sep 08 EA OW2 Mar 09 EA OW3 Jun 10