I truly sympathise - mental illness is often as hard on relatives and friends as it is on the sufferer.
All you can do is reassure him that you are there to listen and help if he needs you, and then hope he takes you up on it.
There is really little else you can do.
He may be simply spending time alone because he needs that, but maybe you could gently ask him just to let you know he is OK - a call or a text.
Part of Depression, which I assume this is, do correct me if I am wrong - is a seriously large dose of self-loathing, and the belief that you are not worth liking, much less loving. To have that potentially underlined - even for what may be entirely valid reasons - can make the situation worse.
You are obviously a wonderful caring and supporting parent, and he is lucky to have you, and I am sure in his lucid times he knows, that, even if his illness prevents him from showing his appreciation.
Hopefully things will improve, do stay in touch on here, there are a lot of sympathetic and understanding people to support you.