BJG19 I am sorry your husband is such a huge arse. I am sorry he is depressed and can't figure out how to get help for himself and is using getting that help as a kind of stick to beat you with.
In your shoes I think I would do this...
-Stop looking at social media of him out, it was a wedding, he's entitled to go to his dad's wedding and you are entitled not to go (but what he said was rude and unnecessary - is he always like this?)
-Open the lines of communication for as long as you want them open, if you feel this does not resolve itself within enough months for you to move on then you look into what you want to happen next - counselling/divorce etc
-ASK for help from your mum or other relatives, what about his side of the family, how would he feel is they knew he was trying to break up from you, had depression and was not seeing a GP, would they support you
I think I would also look back at my relationship and see if this is a picture of abuse and cruelty that has run through our lives together, or whether it is just a blip. If it is a blip he needs to be finding ways to worth through this with you, get medical help etc.
If he has actually always been an arsehat and this is actually just the next phase in his behaviour, I would possibly consider taking him at his word and let him leave the relationship. I certainly would not want a man making me responsible for his mental health and using it to control you.
If he walks out on you and the new baby he will most likely regret it for the rest of his life.
But you are not responsible for him!
If he chooses to do this, so be it. You have your lovely baby and with help you will cope. Arsehats are ten a penny and if he really is treating you like shit and offering to leave, let him.