Op, what medication is he taking for depression? From your description, it doesn't sound like the depression medication is doing what it is suppose to do. I would talk to his psychiatrist about your concerns. Maybe your DS's behavior is normal or maybe his medication should be adjusted. It also sounds like your DS would really benefit from therapy. Someone outside the family that he can talk to about his frustrations would be very helpful, I think. The therapist could really help you understand what tactic you should take with him too.
"People are made for happiness. Rightly then, you thirst for happiness. Christ has the answer to this desire of yours. But he asks you to trust him." -St. John Paul II