Hi alisalis & welcome to Mumsnet :) 
Did you know he had been signed off sick? Do you believe that he is depressed? That then leads onto whether you think his behaviour is caused by depression or whether the depression is an excuse to behave this way, if you see what I mean? A kind of 'get out of jail free' where he can do whatever he wants & get away with it by blaming it on depression.
Bluntly, if you want to leave your marriage for whatever reason, you can, you do not need his permission. How he chooses to deal with that is up to him, once the decision has been made then you are no longer responsible for his happiness or wellbeing & what he chooses to do thereafter. You are his wife, not his carer ordained by god or someone who HAS to stay with no matter what. You have choices & if you want to leave then that's OK, there are plenty of us who have done it :)
You are right about your daughters, you are modelling their idea of how an adult relationship works & you do not want them to think that this is a healthy relationship & to base their adult relationships upon it. Are they being damaged by his behaviour?
If you are thinking of divorcing then maybe seek legal advice either with a solicitor or with the CAB (your husband doesn't need to know). Depending on your circumstances you may not have to leave your home & you need to know where you stand with any joint assets. Its easy to assume that because you are the one making the decision then you have to move out but its not the case. Get some advice & you will feel more in control of what he can/can't do. Particularly if he starts making threats about the house or 'custody' of your daughters. Also open a bank account in your name only if you don't already have one.
Regarding the emotional abuse, if you think that the depression is a tool for him to say/do anything he likes with no repercussions & bearing in mind what the Relate counsellor said then I'd definitely look into it further. Domestic abuse can include a whole load of stuff like gaslighting, controlling who you see or where you go, making you feel worthless, blaming you for everything etc etc
www.womensaid.org.uk/domestic_violence_topic.asp?section=0001000100220041§ionTitle=Domestic+violence+%28general%29
As a first step maybe try to work out if his behaviour is emotional abuse? In your heart what do you think? 