Yes Alcohol and Depression can go hand in hand. Additionally, alcohol is a depressant.
I am sorry to hear your AH went through a family tragedy. Yes, at those times people can make the wrong decisions or turn to substances to alleviate their pain. However, tragedy in itself does not "make" one an alcoholic. IMO, these type situations become and excuse which can be used for many, many years. You will find many a codie (and alkie) that blame their situation on things that happened YEARS before. If this was something your husband was having difficulty getting over he should have found guidance in the way of counseling or psychiatry not the bottom of a bottle. There is no cure found in a bottle of alcohol, only more pain.
how you describe yourself is common - the spouse/partner becomes just as sick as the addict. The way to get back there is first to get away from the source which you have done. Continue to go to your therapy and work on things. It takes awhile to adjust to anything new it will take you awhile to adjust to life without you AH in it stirring the pot. Sooner than you think you will begin to feel relief and optimism.