Well hey there!!! He's going to try and protect, it's his nature. I think your doing the right thing by asking what else you could do. In my experience I let Jim get through whatever it was he needed to and was there when he was ready to talk. It was sometime before he did because he was the strong one, the man of the family so to speak.
Don't worry about being overwhelmed, that's why this place is here. We have several spouses on here that will lift you up when you need to.
For sure call the neuro because they will want to know what's up. Is your hubby on any of the meds for ms like Avonex, Beta, Copax, etc.? If so they could be causing his depression too. Jim is on Beta and man it sent him on a spiral. He now takes Zoloft and does well on that. It's very common with those meds.
And about that massage, I have never met a man that would turn one of those down!