Pato, I too hear the same story from my W. She keeps saying she'd always be waiting for the other shoe to drop. Unfortunately, there's no real way to prove that some changes can happen - and be lasting. If you can continue MC (and you see progress) continue. In my case my WW only went to tell me there was no hope - and the counselor was not very good to boot.
If there's any way you can prove anything to your H, such as how you're battling your depression that could be a start. I'm in much the same boat and it's not been any easier going through a D. Stay strong, keep posting.
Me: 58 Her: 59 Kids: 0 Dog: 1 ILYBINILWY: 9/15 D Bomb: 1/11/16 (found out filed) Verified OM: 1/11/16 Moved out: 1/11/16 (thought it was temporary)