I was never depressed before living with a CHEATER. It takes its toll.
Meds cannot make him into a faithful husband.
Seriously - although antidepressants have their place, they should not be used to just dull the pain of a situation YOU CAN CHANGE. You don't have to live with this pain any longer. Get the PI and the proof (just so that he can no longer deny and he won't be able to make you think you're crazy) then boot him and get yourself a HAPPY life!
Note - I don't say this because I think all hope is lost. Actually, I think there might be a good chance he would turn around when faced with the reality of losing you - or he might come crawling back once he's consumed with jealousy at the thought of other men enjoying your company.
But you just can't go on like this, it's destroying you, and for no good reason. You've had plenty of time to show him how good the marriage could be, Now it is time to change tactics.