Mom of 3,
I am sorry to hear about you and your husband separating. You are not a failure and you can't take the blame for it all nor lay on the blame on the depression. In my opinion, half the blame in relationship issues belong to the other party. It does take two.
We all have things we aren't capable of dealing with and even all those "normal" people out there have that as well. We can all learn and grow and you've shown a propensity to do just that. I'm sure that head strong determination you have will help in this.
My son's father and I divorced. I would give two pieces of advice. As you have, recognize his emotions to the issues, try to make things as smooth as possible, refrain from saying negative things about each other in his presence. The second thing, is recognize that children are resilient and that he may be relieved if all the issues in the household were impacting him (this is not a guilt trip, but an indicator that you and your husband are doing the right thing, to step back and work on yourselves).
Recognize that alone is not such a bad thing (some of us enjoy it).....it's the lonely part that gets us. You have three children I assume and their lives in which to be involved as well as family. IF you are alone, then take time to look up those local support groups, church groups, interest groups that you can find to comfortably involved in. Maybe just a short time thing, like handing out/serving a Christmas lunch, toys for tots, etc.
Keep in mind that you are not alone in one sense, and this is a very big comfort to me, because I have this support group and there are many people here, including you, who help others along the way and we can provide you with some support. I am glad you are going to a counselor.
I hope to hear from you regarding this issue soon.