Forget the 'black and white' ideas of EITHER "it's all MY fault" OR "it's all HIS fault". You won't get anywhere unless you BOTH accept that something needs to be done.
Let's examine this part of your post:
>>>So, since our separation he has told me all his anxiety, depression etc stems from me cheating, I turned him into this person, the man he truly isn't, through what I did.
Firstly, your husband DOES seem to be exhibiting some of the symptoms of Post Traumatic Stress Disorder
http://www.nhs.uk/Conditions/Post-traumatic-stress-disorder/Pages/Symptoms.aspx
so he may well have a valid case for laying SOME of the blame at your door.
However if he's now recognising that he's become "this person, the man he truly isn't" then he needs to accept that he should be seeking to get back to his 'real' self. (i.e. HE needs to seek help himself, perhaps in the form of CBT, if he's to start finding happiness in his life again, irrespective of whether that happiness is to be achieved either with or without you):
http://www.nhs.uk/Conditions/Post-traumatic-stress-disorder/Pages/Treatment.aspx
But that statement DOESN'T invalidate his argument that YOU would also benefit from some form of counselling. It's clear, from your post, that you might well do so. So, since you've got nothing to lose, why not give it a try?
You've taken the first step by posting here. Now's the time to find someone to talk to, either individually or perhaps even as a couple (if you BOTH think that you're ready for that).
So the obvious question is who do you turn to now? Some GPs can help greatly but a large number would probably feel out of their depth and either largely ignore you or shunt you from pillar to post seeking some sort of help. That most definitely does NOT mean that you shouldn't approach your GP to help with the immediate symptoms of depression. (Indeed, I'd strongly advise it). However the people at Relate are probably far better (and vastly more experienced) at dealing with relationship problems:
http://www.relate.org.uk/