How do I help my depressed boyfriend without feeling that I'm losing him?

I've been dating this guy for 5 months and he is a wonderful guy... I never thought I would find anyone like him. We talked every day numerous times and text each other all day... he is always wanting to spend time with me and we have so much fun together. Our relationship was perfect.
Two weeks ago things changed a little when he said he would call me back and didn't. Just little things and then one day I didn't hear from him at all. I had called and text him but no response. I feared that there was someone else and he knew my background and how I had been cheated on in the past and we had always talked about being honest with each other no matter how brutal it was.
I decided to go to see him and find out what was wrong. He stated he wasn't happy and I took it personally that he wasn't happy because of me... I couldn't leave because I love him and I stayed and told him I didn't want to leave and he told me he was depressed. That he wasn't happy with anything in his life right now. I told him I loved him and when I left I thought everything was good... he even called to make sure I got home safely. But the next couple of days... very little phone conversion with him at all or text... so once again I was confused of what was going on.
So after a couple of days I went back to see him... found him at a friends house and stopped by there just to check on him (friend's house is just down the street and I've hung around with them and know them too) He acted like he was really glad to see me and they even asked me to join them for dinner. Then all of the sudden he is asking me to go with him to do something by ourselves. Which of course I agreed and we had the most wonderful night together. We spent the whole night together and went in the morning for breakfast... just like everything was fine. I left later went home... didn't see him that night because he wanted to spend time with his son. But we did get together the next evening and went to a movie together... after the movie we planned on going out to eat but he said he wasn't hungry and could we go by to my house. We relaxed and starting talking a little bit and he told me the reason he was not calling and went to his friend's house instead of spending time with me was because he didn't have to talk about his problems with his friend and he did with me.
I know he's going through a lot...
* Divorced with kids living with ex wife and she is always swapping the dates for him to see the kids and this upsets him.
*Not on good terms with his dad since his mom passed away and hasn't talked to his dad in the last year or so very much. And has a on and off relationship with his brother.
*Lived and bought a house with his past girlfriend and she is still living there... he worked out a price to buy the house back and she was suppose to be out by May 1st... and told him that she couldn't be until July 1st.
*He had been living (paying rent) with a friend of his that had an extra room only to find out that the friend is losing the house soon to foreclosure and my boyfriend feels like is going to be homeless! (which I told him if it came down to it he could stay with me until his house is ready).
*And he told me he is coming into a large sum of money in the near future that I guess his mom left or something... I haven't asked anything really about it because I don't want him to think I'm with him because of that. I love him the same whether he has money or not!
He has so much on him right now... and he did tell me at the beginning of our dating that he has been depressed before and that his mom was bi-polar. I didn't worry about it because he was so far from being depressed the whole time until now.
I don't know what to do! I love him and don't want to loose him but I feel like I am. I text him and try to be there and remain positive... I call him and let him know that I'm not going anywhere and that I am here for him. But he doesn't text or call me back.
I would do anything for this man... but I don't know whether to keep calling him and trying to talk to him... drive to him (45 minutes away from each other)and make him go out and get out of the house or leave him alone.
Which would be really hard for me to do since I love him and every day is a struggle for me... I can't stop crying. And I don't want to loose him.

It seems he had most, if not all the problems he has now, either before, or just after you started dating him five months ago.

While you were getting to know each other during the few months you were together, is the honeymoon phase. After a few months, the initial euphoria will fade, and the real nuts and bolts of a person, their history, and their circumstances, will come to the forefront.

I think that the two of you had a great time during the five months, and it sounds like you were both compatible, and enjoying eachother's company. But, there are some clues in your post, that points to maybe a little too much expectation on your part, and a cooling off, on his part.

While you want to help him, and nurture him, and at the same time develop a relationship that will be long lasting, he is retreating to a place, and space, where he can manage all that is going on in his life.

As he retreats more, you try harder, through texts, phone calls, going to his home, and going to his friend's home. He is not reciprocating to the same degree, and in my opinion, that is a clear sign that he needs his space.

For whatever reasons you think you know as to why he is behaving the way he is, or for whatever reasons or excuses he uses as to why he's not contacting you, things are no longer equal in needs, and wants.

You need more from him, than he can give, or he would be giving more.

My advice to you, as hard as this is, is to back off. Allow him the space he needs to keep on top of his troubles, and stop trying to convince yourself that what you keep doing, is helpful, or needed. Remember, the relationship itself, is only five months old.

Better to back off and have him realize that, at some point, he will decide (not you) when he himself, will initiate contact himself, instead of you. When he is comfortable that he'd like more of your company, instead of less (as it is now), he will let you know.

Try not to overthink this, and try not to think there is more to it than there is. Allow him his privacy to deal with his business. When his life is more under control, he may or may not start, or increase his communication and time with you.

But, the surest way to turn a person off is to feel entitled to understand another person's life, when it appears that they are uncomfortable with that, and to help, when help appears not to be needed or wanted.