Glad you're staying strong. Regardless of how things pan out, we're here for you. Free counseling sessions are great; just made sure you get one that aligns with your worldviews to a degree (for example, don't go to a Bible-thumping marriage counselor if you don't prescribe to the Bible -- a mistake I made once upon a time).
As for holding in your feelings and having some onset depression...
Depression can and (likely) will kill relationships around you. It's not all just down in the dumps like the Cymbalta commercial will tell you; depression can have flares of anger, confusion, loneliness, and isolation. I had all of those, and the anger one surprised me. I was so down in the trenches of despair that the simplest things could make me angry, upset, or discouraged. There were times I lashed out in anger at those who were supposed to be my support system and other times I closed the doors on relationships that had zero reason to close the doors on.
Long story short, depression - even in the short term - can be devastating. Make sure you leverage counseling for yourself and not just the marriage. The two both play a role in your mental (and physical) health, and you gotta take care of yourself!
