My ex says he loves me & wants to be with me yet he can't because of his anxiety & depression & he won't get help. i don't know what's going on.

Let it be: If he really wants to be with you, he'd get help. He is likely ambivalent about treatment and about you. There is little point in resolving a situation that somebody else makes impossible.

Respect his request.: He is ultimately responsible to decide if he will accept mental health help or not. Sometimes a person can desire to be with someone but be aware that it isn't in their own best interest. Unfortunately, even if you really care - you won't be able to direct to do the things that you believe will help him. Take care.