In your shoes I would leave him.
Sounds like he already has some decent friends and close family. There was no need to add a female friend that he works with into that equation - and even if he didn't already have that, there's still no reason to get so close to another woman.
I personally am not comfortable with a person I am dating or partnered with to have that level of friendship with other women. They can swear all they want that nothing is going on or that nothing would ever happen but the fact is, it happens all the time. Especially if you're going through a bad patch in your own relationship, which is bound to happen from time to time, it's just not appropriate to have a close emotional bond with someone outside of your marriage that they could turn to for 'comfort' in bad moments.
It is perfectly acceptable to have this boundary - he doesn't have to 'get it' but he should respect it. The fact that he'd rather keep this friendship, at the risk of blowing up his own marriage is quite telling about the lack of consideration and respect he has for his own wife.
I could not remain with a man who's default was to call it coersive control because I'm expressing how his relationship with someone other than me is making me feel and at the very least expecting certain boundariesto be in place regarding that friendship.
He actually sounds emotionally abusive to belittle your feelings to the degree that he's suggesting you should be on anti-depressants for voicing concern and wanting him to show you that you're his priority. Which as your husband, is exactly what he should be doing.
I just know that I wouldn't deliberately do something thst I felt could be a threat to my marriage and I'd expect the same from my partner. If I was OK with something, but I knew it would be upsetting to my partner, I wouldn't do it because I value my partners feelings. The fact he doesn't get this and apply it to how he treats you is crap.
Prioritizing a friendship with some woman from work that he didn't need to get close to in the first place and maintaining this in the face of it destroying his own marriage is a weird hill for him to choose to die on...but that's the choice he is making, and so I'd leave.
He won't even do counseling to properly work through all of this with you - it's a very 'I don't care how you feel and will do whatever I want' attitude and a marriage just doesn't work this way. He could use counseling as a means to try and get his feelings across to you as well, maybe help you understand his viewpoint better (although I don't agree with his view counseling or not) but he won't attempt counseling to even communicate better with you himself because he doesn't care.
You don't deserve the hurt he's causing you. You deserve someone who will treat you the way you wanted to be treated, and how you treat them.