Yelling is cathartic, just be sure the kids and pets aren't around or you'll scare them.
You can yell into a pillow while sitting inside the closet with the door closed and the bedroom door closed too (as long as there are not littles home you have to watch), and that's pretty much the most soundproof place in most houses.
Writing letters you'll never send is also cathartic.
I'm not quite sure what you're saying about your WH not doing well, not reaching out to anyone. Are you afraid he is so despondent that he may become suicidal? If so, you may want to decide what you are willing to do, if anything. I realize that sounds cold.
For the most part, your WH will have to deal with his own depression and hopefully with the help of a MC, IC or some other therapist.
Did you want to "rescue" him from his depression, this man who had a 5 year affair and additional one night stands? That won't work.
I understand that you are conflicted! (((roarlouder)))