I can understand your guilt, and your pain.
When TP and I first opened up the relationship (and I use the term specifically because we had not moved to poly) her dates would gnaw at me horribly....the image of me sitting at home worrying was a reality, and when she first started dating Mr. A it was the same. I remember one evening I was physically sick from anxiety over it...the only thing that helped me get over the anxiety was understanding and communication; I had to communicate my anxiety, jealousy, etc. because without her knowing she would just proceed assuming I was fine.
Looking back, what helped most was reassurance from TP, and quite literally it would be a text message, a phone call saying "I love you, and I will come home if you need me to."
And that's my advice, figure out what you need to alleviate your anxiety and communicate that. As for your jealousy, I just had to push past it, she is with you and will come back to you, so you have to realize this...even if TP goes and stays over at Mr. A's place she will eventually come back to me physically and emotionally (plus all her stuff is here)...stop comparing yourself to him as well, you each bring something special to your girl....as TP had to point out to me many times before it sank in.
As for his depression, there's not much you can do about that, so stop feeling guilty over it. You didn't cause all of the depression, you don't need to solve all of it....ultimately you need to be slightly selfish initially to set out your needs and your requirements for this relationship to work.
Polyamory is wrong! It's Multiamory or Polyphilia. Mixing Greek and Latin roots? That's wrong.