He needs to feel the pain and simmer in the oven for a while.
The only caveat is that if he’s depressed and you think he’s at risk of self harm, you have a responsibility to tell someone.
Many mental health or depression help lines have a system where if you ring them and provide his details, they’ll give him a call and give him the opportunity to talk to someone.
The other advice I have is that DBing is a long, glacially slow grind. You’ve DB’d exceptionally well, and in a relatively short amount of time, he seems to be at least aware that he’s making poor long term decisions. In your brain, because you’ve seen that shift in him, you feel like the last step is simply that he starts working back towards the marriage.
But it doesn’t work like that. It takes time and lots of swing and roundabouts. This site is littered with WS who eventually seemingly came to their senses and decided to dump and cutoff AP, only to fall back there time and time again. Many also dumped AP because they knew they wanted to fix their marriage, only to end up with a different AP weeks later.
This is a marathon, not a sprint. Nothing is wrong here MA, except with your expectations that it’s going to happen quickly because he’s acknowledged his mistakes.
Be patient - and place yourself and your needs above all his priorities while he navigates his train wreck.