pink, it is ALWAYS going to be someone else's fault that he drinks. If you didn't have depression, trust me, it would be his boss, or his family, or society in general. Alcoholics CANNOT take responsibility for their own drinking. It's too difficult for them to do.
Your depression is simply what he's hanging his hat on. And my bet is that a large part of your depression and anxiety are products of living with active alcoholism and abuse. Not that I'm discounting any clinical depression/anxiety, but if you have that then the situation certainly is aggravating it.