Sorry, but they are separate issues in my opinion.
A higher household income doesn’t equate to being ‘allowed’ to do things that are risky and stupid. He’s the sole provider, financially, but that doesn’t make it OK to keep doing these things and hurting you. If he thinks you need to do more to contribute, fine. That’s a separate issue though. He’s effectively blaming you for his behaviour. I wonder if he’s considered whether your mental state might be improved by not having to constantly worry about/ deal with his problems in addition to raising your children? He sounds incredibly selfish, which is what addiction does to people. That doesn’t make it OK though.
In my opinion he’s manipulating you. With the anxiety and depression issues you cite, I can imagine it is very hard to see a way out. However, you do not have to stay with someone who keeps doing these things. Also, children are often far more astute that we give them credit for. They will pick up on things, regardless of how hard you are working to make it look like everything is fine.