Welcome to Beyond Blue. Yours is a sad story and unfortunately quite common. Let me explain.
When someone is depressed they often feel worthless, and I imagine it may be more so if the person was not confident before. But I'm not an expert. They also start to distance themselves from others. Crowds, which may be 3-4 people, bother them. It is hard to cope with talking to people and sometimes they find it more difficult with family, spouse etc than relative strangers. With someone they don't know it's easier to put on a mask and pretend all is well with them and the world.
May I suggest you read the information on depression and anxiety on BB. Look under the blue tab at the top of the page, The Facts, and choose from the drop down list. You can download any information you want or ask for it to be sent to you, no charge. Booklets are only available by post. It's a good idea to be as well informed as possible. There is a booklet for family and friends which has information about how family feel in this situation.
I have noticed on BB that when men are depressed they are more likely to leave the family home "to get themselves together". They don't want to be a burden on the family or spouse, feel the family would be better off without them, need space from everyone to cope. I don't think it's a good situation as the person has too much opportunity to brood over their life, becomes inward looking without a balancing perspective and often stops caring for themselves. So please take heart that you and your husband are going on a well trodden path. Not good but predicable.
May I ask if he is going to see a psychologist or psychiatrist? Does the online counsellor work with off line as well?
Changing his mind about important decisions is also par for the course. This is not to make your life difficult but because his mind has him wrapped up in his depression and he has lost his perspective. So any decision can be changed at a moment's notice. I know it's confusing and distressing for you plus the additional care for your baby.
May I suggest you leave all major decisions such as when you are going to build a home, and put them to one side. It is very difficult to make a reasonable decision when both your lives are turned upside down. He needs time to get back on track and you need time to process what is happening. Both of you need time to work on your future. I know I have not answered all your questions. Hoping you will talk more with us.