Layla I'm so sorry but my H did exactly what yours is doing. The depressed and 'need space' things that you mentioned really struck a chord with me.
We too went on a fantastic family holiday in the midst of it all. Then as soon as we got back it all went wrong again.
I now know that the day we got back, the OW got in touch with him, he went straight off to see her, and then she persuaded him to leave again. He needed this 'space' because he was living a double life and couldn't deal with it.
Of course, he did all of these things of his own free will. Tried to blame me at times like your dp has done, and also lied through our relate sessions!
I'm telling you this as I don't want to see you go through what I did. He came and went for 8 months, all the time saying there was nobody else, he was depressed, he needed space to work things out, he did love me etc etc. It was much later that I realised the extent of the lies and 'excuses'. It all revolved around the OW.
Please don't let him mess you about. (Easier said than done when you love someone so much - I know!)
Concentrate on yourself. Be relaxed and happy around him (as much as you can!), show him you don't need him, but you do want him and will be there for him. At the same time start building up your own confidence and friendships. Build your own life. If he chooses to be part of that then he will be a lucky man.
If he chooses to walk away there is nothing you can do to stop him anyway.