First off, congratulations on your sobriety. That's great. I hope you have a good support system in place.
Do you feel that his drinking is a threat to your sobriety? One partner getting sober is a big change in a relationship dynamic, especially if the other partner is still drinking. It's hard to watch someone we love hurting themselves.
He finally admitted that he's fundamentally unhappy w/ his life and that's why he drinks. It's his "escape." I asked him what we can do to change this, go talk to someone? He's completely against therapy, says it's not going to make a difference. I just don't know what to do for him anymore.
He's probably fundamentally unhappy with his life BECAUSE he drinks. Alcohol is a depressant after all. I wasted a lot of time trying to make my ex happy so he wouldn't "have to" drink.
If he's not willing to go to therapy or do anything to help himself, maybe you could go on your own. I would also recommend Alanon, which is a support group for friends and family of alcoholics. There are lots of members who are on both sides, in recovery themselves while also dealing with a family member's substance abuse. The more support you get the better chance you have of maintaining your own sobriety. That's the most important thing.