Sorry you join us due to your husband's PCa and side affects that his treatment is causing you both.
Unfortunately, side affects for a man on HT in particular, can vary in type and intensity from one individual to another and indeed there are potentially other side affects that you do not mention. Certainly, almost all men experience premature tiredness and less frequently mood changes and depression. It sometimes happens that after a few months the body becomes accustomed to HT which is just as well because some men continue to have HT for anything up to about 3 years following RT and for others whose cancer is more advanced continue with it until or unless it no longer works for them. So you need to know for how long, if at all, HT is planned to continue. When HT is stopped testosterone gradually increases and over time the tiredness becomes less. RT does of course add to the side affects as the body struggles to repair itself from the collateral damage to good cells caused by radiation.
Unfortunately, you have been impacted by the changes in your husband and your situation has not been improved despite having tried antidepressants. Perhaps it is worth giving the Nurses on this site or McMillan Nurses a ring regarding counseling. However, it does seem that if your husband's depression could be lifted, this would make things easier for you. He may have concerns that he has not told you about such as for example his sexual function. If he has not already done so, I would suggest he sees his GP and it could also be helpful to speak with the Special PCa nurses on this site who are familiar with these situations. Sometimes it becomes necessary to find other ways for a couple to show intimacy if the man cannot perform as before treatment which is often the case.
I think the idea of going to the gym together is a good one as long as you both don't try to do too much. I continued to play short tennis whilst on HT, although I did sit out more games. The facility was not available to me during RT so I concentrated on doing long walks. Some men still fit in RT during their work day. I am sure it helps mitigate against the affects of HT/RT if a man can stay fit even if it takes some effort.