Ok, tough love time here, sorry, but this is how I see it. I'm here to help btw, not hurt.
You say you shout at him a lot.
You say you get so angry and scared that he will leave.
Yet you shout at him. A lot.
TBH, I don't blame him for wanting to stay where he is. Alone. he's not getting shouted at.
You have depression or MH issues, that's one thing, but why are you using that as an excuse to shout at someone? verbally abusing them? You have no right, nor justification to do that to another living soul.
Sure we all get frustrated and the one closest to us, can get some of the flack, but that doesn't sound as if it's the case here is it?
If you love living with him, why are you shouting at him? He's not splitting you home up, your behaviour is.
You are not being pushed aside, this man is protecting himself from an earful. I don't blame him.
So as you don't discount what I am saying as I don't know what I'm talking about... I had the deepest darkest depression for years. Not even my therapist thought I'd make it, and I very nearly didn't. Only thanks to an A&E department am I still here.
Why on earth are you so scared he will leave you? If he were your best friend and you treated him as such, why on earth would he leave?
The other thing is, if a person wants to leave, then the relationship is not as fully functional as the other person thinks it is. If they want to go, let them. Begging them, pleading with them or yelling at them to stay won't work. They have to want to stay. The longer you cling on to someone that doesn't want to be clung on to, the more of a pounding your self esteem takes.
Take this time alone to look at yourself, see what this behaviour is giving you, how it is rewarding you for sticking with it and then make some decisions. Ideally to will yourself, to boot yourself back into a more normal and happy day-to-day. 'Fake it till you make it' if you have to 
You don't have to let your moods wreck your life. Get some CBT, some help and some meds if that's what works and look at those around you with some more sympathy and kindness. Right now you need RL help and support, so shouting and ranting at them will drive them all away and feed whatever depressive demon you have. You are fighting a war with a MH demon, you have to fight hard to win, but you will win, every single time.
Take charge of your life. Love yourself, the rest will follow.
((hugs))