It can be a very worrying and confusing time when someone you care for has anxiety or depression or both, so coming here is a good move as you can find how others (on both sides) have coped.
I guess the first thing you need to do is find out what you are dealing with. There is no reason not to talk to your boyfriend and be quite straight about it. I'm sure you can do this in a gentle and caring way. If you know he is taking ADs that is a starting point of sorts.
Speaking from personal experience it is isolating and wearing to put on a mask and pretend everything is OK. If he is like me he may find sharing a relief.
I doubt you would finish the conversation all in one go, it might take a long time. Similarly you may not find the right approach straight away. My wife supported me, but without a personal history of mental illness she had no experience to draw on and basically used trial and error. That worked fine, it was motivated by care.
There is no need to try to fix anything or offer helpful suggestions. Just saying you are there for him is fine. I tend to get annoyed when offered logical views and fixes, as they simply indicate the person does not really understand.
Most people would like to know what is the best sort of support to give. Well encouraging the person to make good use of medical resources, GPs, psychologists and psychiatrists, is worth doing. Other than that simply asking him what else he's like might be best. Being there and sharing activities can be good though one can't force the issue.
It is very understandable for you to feel hurt as he is not the same person as before and also there is a strong temptation to think the change is a result of something you have done, or that he has moved on and no longer cares. This is not necessarily the case, but depression or anxiety taking over.
I'm simply unsure about asking for more affection. Again looking at myself I could not deal with that when really depressed. As I improved I wanted to show love and affection -plus gratitude off my own bat. I'd think if you became a source of pressure in this regard it might be counter-productive.
Please feel you can come here and ask whatever you would like, we will be here and do care