I struggle with a couple of mental disorders including depression, I often phase in and out of depression and am currently in a light spot. My boyfriend on the other hand, (undiagnosed) depression seems to get worse by the day. 
We both live with our parents, mine are loving and willing to do anything to help me, while his parents are very controlling and their relationship with their son (my boyfriend) is not exactly close. They know that he is struggling mentally and, from what I've heard, seem to have bigger problems.
He has tried councelling once and is in the process of starting up another session (he doesn't think it's very helpful, but his parents have organised it). 
His sleep schedule is very disrupted, most nights between 11pm-3am I get a message from him about how he's feeling and my heart just breaks. I got one last night, (I won't paste the exact message as it was very private) but he talked about how he can't keep living every day knowing he's getting worse and worse, then getting no sleep, he's getting more worried about the future and the timing of how he's feeling could not be any worse.
I am really bad with advice but I'm always there to listen to him, I really want to help further but I am at a loss. Please if anybody can offer any ways that I am able to help him let me know.