Steve: Don't give up. Find out more. Why is he depressed? You'll need to help to find out the cause. Is it his job? Or has anyone in his family had that problem? Keep trying and keep trying. And talk to your boyfriend to cheer him up. There's a reason out there and you can find it.
Mia: Dude went to a doctor but stopped going. And he's been prescribed anti-depressants but no longer takes them. Meanwhile, you're swinging around a pole in your bedroom trying to get him roused up enough to have sex again. Humph! This relationship is whack. It's time to cut your losses. Move on, baby girl! That dude is not your husband. He's not even your fiance. He's a down-and-out guy you go out with when he can manage to drag himself off the couch. Depression is an intractable disease. A lot of people struggle with it their entire life. Your guy may figure out a way to beat it but how long will that take? It's not your job to stick around and find out. Your should be looking for a partner healthy enough to love you the way that you deserve. If dude gets himself together and wants to try again, that would be up to you. But that could take a while. Meanwhile, look out for yourself. And don't you dare feel guilty about it.
Mia: Is it perfectly fine for him to have coffee or drinks with an old girlfriend? I think not. If you can't hang out with your old lovers, then neither should he. Yes, his feelings will be hurt but that's his problem. As the recently-departed Tom Petty would sing, "It's alright if you love me. It's alright if you don't. I'm not afraid of you running away. Honey, I've got the feeling you won't." (Yes, I'm quoting song lyrics now like Steve.)