It's not his fault he has depression and is not being selfish. Finding a good therapist is hard and actually took me years to find anyone that was worth it. You can start suggesting lifestyle changes that may impact his health whether it be nutritional or environmental. Little things like that show you are willing to support him and if they make a positive impact, can give him hope that therapy or medications will help. Be aware that some medications can make it much, much worse though.
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