What do I do? I need help?

Im guessing its more than just depression. People run from their feelings in a lot of different ways-drugs, alcohol. I know I went through a time in my life that if I had the money I would of just left where I live. He is running from something and I don't think its you, he sounds confused and impulsive right now by the way you described things. I would still try to keep in touch with as much as you can, but maybe approach him in a concerned way rather than adding to what has freaked him out in the first place. I know that doesn't sound fair but I think you will get more answers that way. Good luck!