How to cope with this

Me and my bf are expecting our 2nd baby boy this June. We just had our first son last December, and while I was pregnant with our first his grandfather (who raised him) had passed away. I have never lost anyone that close to me so it’s really hard for me to “give advice” I know theres nothing I can say that’ll really heal his pain. Losing a parent is devastating. He told me last night that he feels like he’s losing himself in depression, and whenever I try to talk to him about it he tells me he doesn’t want to talk about it anymore and that he’ll talk when he’s ready. Any advice, I really would like some guidance, I’m not sure how to help him. He doesn’t think counseling would be beneficial, and is completely opposed to it. Ugh I just wish he’d talk and get the help he needs for his depression. What’s the right way to go about this?