It sounds to me like the stereotypical mid-life crisis, minus the new sports car.
Feeling trapped in marriage/life? Check.
Feeling invigorated getting involved with sweet, young thing? Check.
Buying sports car to show continued virility? Um, you haven't been stopping by car lots, have you?
I'd say addressing the depression and mid-life crisis is the first order of business. Once you get yourself settled, then you can fully turn your attention to the relationships in your life.
When speaking of various forms of non-monogamy...it ain't poly if you're just fucking around.
While polyamory, open relationships, and swinging are all distinctly different approaches to non-monogamy, they are not mutually exlusive. Folks can, and some do, engage in more than one of them at a time--and it's all good.