I have experienced depression remotely - I was a Samaritan for three years - and directly, I had a total breakdown eighteen years ago - three months in a psichiatric ward, and a year off work, and anti-depressants until I die, so i know a bit about this.
Any mental illness is still vastly misunderstood, even in our 'enlightened' society. because of the stigma, there is very little education and support for sufferers, or those suffering with them - like yourself.
Point one - as a depressive, your boyfrield probably has a serious dislike of himself in this state. It's part of the condition - but because he feels so unloveable, he may go to some lengths to make sure that the people around him feel his is unloveable as well. This manifests itself in hostility, withdrawal, unreasonable behaviour, apparent self-pity, and so on. This is all part of the condition - ride it out, and tell yourself every day that he doesn't mean to be this way, and he will get his personality back, and be the man he was before this black cloud covered him - and you.
It is frightening to feel this way - and in lucid moments, he may ask what is happening to him,and no doubt you ask it too!
the answer is, he is mentally ill, and all you are able to do is to support him as best you can. Enjoy the good hours, and ride out the bad ones - this will pass, promise.
As you realise, he will not respond well to presure to 'talk about it'. i know men are famous for that anyway, but now he feels so isolated, he is unable to reach you, or be reached by you. Verbal communication is pitifully inadequate, so work on non-verbal - when he is able, hold him, say nothing, just be a body to be next to, he will appreciate it, even if he says nothing.
Try and get some support for yourself - The Samaritans are an excellent listening service - an d myself and ohters on here are always around.