Depression doesnt make you do those things. He sounds like a dick.
Okay, as hard as struggling with mental health is, and this comes from first hand experience as I myself have depression along with other mental health problems, I would never storm off without saying anything to my partner, nor when I know we've got a baby. It's definitely difficult to handle, don't get me wrong but I personally find his actions unjustified. It's not okay and depression is not apart of this equation at all. Just from what you've said alone. What he's done is wrong and I agree with the other comments, you need help, support and to be looked after as you've got a baby to look after as well. I would say something calm, open and honest to him, straight to the point, and go spend a couple days with family if that's an option for you. Not okay at all. So I hope you're okay hun x
Whilst I can understand your wish to support your partner, what about you? Who is looking after you at this point in time? If you can, go home to your family for a few days and be looked after while you concentrate on the baby. Let the dust settle before trying to talk to him. You and your baby are the priority.