People suffering with depression or other similar issues often dump themselves completely into something to help themselves cope. As you mentioned about him going to the doc or taking meds, guys in their young 20's would rather avoid both at all cost because they are 10ft tall and bulletproof.
its hard to say without knowing exactly whats going on, as much as you have said it is only one side of the story. Talk with your close circle of friends and talk to his friends. Engagement shouldn't be taken lightly and would just be sure before breaking it off if that is where it is headed.