Hi, I've been through this. My husband made an attempt that I had to rescue him from. Physically drag him away.
DON'T squash your feelings, be angry if you are angry - but get on the phone as soon as you can and vent that anger to someone else, you can't vent it on him, and he's not in a place to really respond to you, or even understand.
You need all the help you can get, assemble a team. Your family doctor, your family, his family, trusted friends. Tell people that you have strong connections to what is going on and ask for help. Get his friends to call him to talk. (Men are usually bad at initiating this, but they love it). This is a HUGE burden, don't even think of trying to carry this alone.
Everyone else is going to give you all the advice about his care and feeding, how to gently handle his emotions, and of course you are going to try your hardest to help him. He can't help himself, etcetera. But there is very little advice or support out there for how to deal with your anger, dismay, sadness, loneliness, heartbreak, and sense of betrayal.
If you'd said "my husband wants to walk out on me and the kids and never see us again" you'd get more sympathy, and that's wrong.
You have all my sympathy, and you can both get through this, and out the other side - we have, and are happier than ever now, but it was a hard road and I have had to do a lot of forgiving.