I can completely relate to you, I was very unhappy in my marriage for a long, long time, I experienced all the feelings that you're going through. About four years ago now, I just completely broke down, told him how I felt, how I couldn't stay married to him etc, I was so unhappy and at the end of my tether, I just broke down and sobbed. He told me that he couldn't live without me and the DCs and he would kill himself if he left. So I stayed, and got unhappier and unhappier. I had no interest in my appearance or anything. Then last year he had an affair and left me. What he had meant was he couldn't be by himself, he needed a woman to support him, once he had another one of those lined up then he was happy to leave me and the DCs.
My XH had problems with depression for pretty much all of our marriage, but looking back I think because I cared so much and tried to help, he used it as a way to control me, he knew I would respond to his depression because he knew I was afraid he'd commit suicide as he'd threatened on two or three occasions in our marriage when things hadn't gone the way he'd wanted.
I was and still am, in a different country to the UK, struggling to make ends meet doing odd jobs where language wasn't a problem and he didn't even have the nerve to do it face to face, he just changed his Facebook status. However, the day I found out was like a giant weight had been lifted from shoulders. My brother was in Australia and my parents were in Africa, but it doesn't matter how far away you are they support you, phone calls every day, little messages, just knowing they're there is enough. My friends were and are truly amazing, I feel more loved now I'm no longer with my ExH than I ever did when I was with him. What's more, once he's gone it's come out that none of them liked him anyhow.
Don't get me wrong, initially I was angry at the way he did it but that passed very quickly, what hasn't passed so quickly though is the anger at myself for not leaving that afternoon where I had hit rock bottom, where he told me he would kill himself, and then for three more years I struggled on with a man who I came to dislike because once you stop loving them you see the flaws that love once helped you overlook. I'm sure I wasn't pleasant to live with either and I certainly didn't want to have sex with him, by the end he revolted me.
I'm so cross with myself because I have a great life now. I can look at myself in the mirror and if I'd stood by my conviction I could have had all this four or more years ago, it just feels like wasted years for me.
If you're unhappy and can't see a way out, don't make the mistake I made and hang on for years trying to make it better, because at the end of the day you'll only lose your own self-respect.