Moira,
Welcome to the forum. No doctors here, just those of us with or seeking information about or support while dealing with bladder cancer.
Of course you husband is depressed. any you too perhaps. The unexpected cancer diagnosis sucks the wind out of the patient and those who love and care for him/her.
The unknown is very scary; the first month or so is the worst. But the two of you can start to take back control as you become more familiar with what might be recommended, and what options best address the patient and family's concerns, needs and fears.
Control often helps dispel depression; many find it helpful to keep a list of questions for the doctor appointments. Spill your guts as to concerns, hopes and fears. Require the doctors to answer all your questions. Make sure the doctors understand you want to be involved in decision making.
Your concerns about depression and weight loss brings to mind the following website from the University of Pennsylvania. Under the heading of "Getting Treatment" there is information about "Nutritional support" and "Coping with a cancer diagnosis".
Unfortunately, doctors too often (for my liking) focus on the disease rather than the patient unless made to respond to direct questions. The forum here provided much support to my family after the diagnosis; feel free to ask questions here, understanding that answers will be from patients, not medical professionals.
General Info link:
www.oncolink.org/cancer-treatment/getting-cancer-treatment-start-here
Best,
Jack