It's kind of hard to help, not knowing his history, etc. Has he always been depressed? Do you know anything about his depression, i.e. any of the causes, what his issues are, etc.? Do you know the triggers for is panic/anxiety attacks? What happens right before them to set them off? Has he talked to you at all about any of his issues?
One thing you should NOT to is to question him about his sessions with his psychiatrist. Those sessions are PRIVATE -- if he wants to share what he talks about with the doctor, he will. If he doesn't he won't -- just don't ask him.
Try to treat him as a normal person -- like you would anyone. Afterall, he isn't crazy. LOL He just has some problems, and he's working on them. Sometimes we tiptoe around people who are seeing a psychiatrist and we shouldn't. They don't want to be "handled with care." They want to be treated normally. If they suspect you're 'walking on eggshells' they'll become uncomfortable and maybe even angry -- or it could set off a panic attack. Alot depends on his triggers. Just go about your day to day life.
It might take a bit for him to become accustomed to his medicatons -- or for the doctor to get the dosage right. It's a trial & error type thing as it depends on how he reacts to the meds. So be patient.
I wish you the very best. I know it's difficult for everyone as this effects the whole family. God bless & please take care. Hugs, Lee