Relationship problems

[Chocolat]

First off, I have to admit that I am a bit of an attention seeker, and find it very difficult to be ignored. I feel it is because I have been suffering with Clinical depression, anxiety, and quite a few other mental health difficulties.
I have been with my partner for about a year, and a month ago we decided to take a step further in our relationship and move in together. I absolutely love being with him, and he is pretty much my everything. When I'm with him he makes me feel the luckiest woman alive, so special and wanted.
But the thing is, is that I struggle with him not talking to me or not being close to me. He quite often plays video games or watches television. Now, I don't feel I'm being over the top, because it's constant, he's either at work, watching television or playing video games. He tells me off (lightly) for trying to talk when he is doing so.
He won't open up to me, or talk to me about anything. It's so difficult for me, because I need the support, and not him to back away. He tells me that it's his escape route from his/mine/our problems, which is fair enough, and I can understand why he'd want to switch off. (Because I'm one of these people who can't.)

Like for example today, he went in to the nearest city centre to do some shopping, I asked him to get me some ice cream (bit odd, I know.) But later he text me saying that he was going to the cinema afterwards. So therefore couldn't get me any ice cream. I know it's petty, but it hurt.
I guess I just need some tips on how to talk to him, or how others would approach this. Don't waste your time telling me to leave him, because that's not a possibility. I love him, and want to stay with him.
Sorry it's so long, and thanks.