It may come down to just the basic differences between man and woman. You want empathy for your problem...men want to fix it.
Next time you are feeling down, tell him how you are feeling, and tell him what he CAN do to make you feel better--give you a hug, make you some hot chocolate, whatever--But tell him. Don't expect him to guess what you need and then resent him when he doesn't provide it.
As for his anger and frustration, it should get better when he's provided guidance on how he can help you. Trust me, his frustration is as much directed to himself as it is to you.
Good luck.
P.S.
Welcome to Sober Recovery!