broke my heart

So I'll start off by saying my fiance is not an overly talkative person when it comes to his deep feelings. I mean some times he is but it's not that often. This is the 8th month we have been TTC. Tonight he was drunk and started talking, he had told me the last few weeks hes been feeling really depressed and had suicidal thoughts but he would think of me and how he didnt want to leave me alone and that would get him through. It broke my heart. He then went on to say that he was almost certain that we weren't getting pregnant because of him, he thinks he is infertile, even though we havent done the test yet (next week) and he got really emotional and started to cry, almost 3 years together and I had yet to see him cry. I didnt know what to say, I kept saying that we dont know anything yet it could be either of us. He kept insisting that it was all his fault, so I told him that I want him even if that means no children, and I said that well cross that bridge when it comes to it. In the end I said that we will concentrate on a few things instead of everything we have going on right now. We are both over weight and its something we have been working with our dr to get under control. So I said we will concentrate on both losing weight and our engagement party (in august) and then we will deal with something else but for now let's not stress about the baby I told him we will have children 1 way or another and when it's our time it will happen and I will love him no matter how long it takes. I just feel like I didnt say enough.. like what are you supposed to say when your partner is constantly putting themselves down and blaming them selves for not getting pregnant after 8 months.. It's so hard when aunt flow shows up every month but I am just lost, I want to cry and vent but I dont want to say to much to someone (my mum or best friend)

sorry for the long post too, I just had to get it out. I hope this makes sense, its 1am and I am so tired but my brain isn't turning off.