I want to start by saying I get what you're feeling; depression, anxiety and asthma. I too have, or have had all of those conditions. I still have asthma, and it is very slowly decreasing as I get better, as is the depression and anxiety. I also want to state that I am by no means a professional counselor or anything like that, so please take what I say with a grain of salt, and feel free to disagree or disregard at any time. I am simply talking from my own experiences.
But one thing I have found is that there a whole load of people out there who just don't get it. They don't understand at all, and I tend to think that it's mainly because they either haven't experienced it for themselves, or they have just managed to respond to things differently. Men and women are also, to some degree, quite different creatures in the way that we think, feel and 'act-out' with our struggles, therefore we (women) tend to 'expect' a man to respond to our needs in the say that another woman would, and we get confused and hurt when that doesn't happen.
Perhaps you could suggest to your partner to do some reading/research on how to support someone with mental health conditions, such as the information provided here on Beyond Blue. I have pasted a link below:
In the meantime, BB is here for you and with you 24/7 so please feel free to keep coming back here and sharing with us about what is going on for you.
Hope all that helps at least a little. Take care. xo