It actually sounds more like trauma than depression, certainly in your present circumstances.
He thinks shouting at & belittling DS is completely ok. He just gets angry with me for daring to question him. He will twist and manipulate and do everything he can except concede he made a mistake and say sorry for it.
This is classic domestic abuse. Every last bit of it.
As is him controlling all the money, even yours.
As are several other examples you posted after the bit I've quoted.
Living with an abusive man will make you depressed and anxious and leave you feeling lonely and crying. It will leave you with thoughts of suicide.
It's like your husband was lifted out of a textbook, he's that abusive.
I've been the child in the position your son is now. Having a mum who stood silently by while my father laid into me over nothing and broke me down, and then tried to smooth over it afterwards with all the "he doesn't mean it" nonsense. It was monstrously confusing and soul destroying.
It feels desperately lonely, and like being abandoned, to have one parent verbally attacking you on a regular basis while the other one stands by doing nothing. He's a child, he doesn't have the option to leave. He needs you to act. Speaking to him afterwards, while well intentioned, is just making it even more confusing and painful by highlighting the fact that neither of the adults in his life who should be protecting him are doing so. He will end up traumatised and depressed.
All he will be seeing is you doing nothing to protect him. That is all I really remember. Feeling abandoned and afraid.
And yes, of course he will be copying his father's behaviour. Who is telling him it's unacceptable and abnormal? You're accepting it. He has no wider frame of reference or perspective to tell him this isn't how everybody else behaves. You do.
KataraJean is right about contact. And that's not a good enough reason to force your child to endure this situation 24/7. Please let him experience feeling safe and loved and protected by not having to live with this abusive man. That will make a much bigger difference than you attempting to "comfort" him after he's been unnecessarily verbally attacked. Why settle for trying to comfort him afterwards when you can prevent him from being abused in the first place? You have that power.
Leaving is hard, but staying is harder. There is support for women leaving abusive relationships. If you can access that support they can help you with the depression/anxiety that's the result of being abused for however many years you've been living like this. It will get you more focused help and support. Not less.
I went through years of that cycle with GPs you've described here. The depression/anxiety that never got better and only being offered half arsed unhelpful solutions. Sitting there telling them I felt suicidal and being told "ok, see you in 4 weeks". Once the abuse came out into the open and my GP knew about it, the support changed. I finally got proper help to recover.
If you keep all this secret nobody can help you with it. You don't have to live like this. Your life can get better.