I second the notion of considering a new therapist (but I say this tentatively since its based on limited information). My wife and I have been to a few different relationship therapists over the years. The best ones see us together and help us to learn and practice communication skills that enable us to solve our problems together. I don't get the approach of seeing each of you separately and then giving advice. Also, I never heard of a therapist pushing for separation (except in cases of domestic violence). I also think that you should have a separate therapist for your own personal issues so you have ample time to focus on those issues, while the relatioinship counselor should focus on the interpersonal dynamics between you and your wife. This would also circumvent conflicts of interest that seem to pop up when you have the same therapist for both personal and relationship issues.
In my personal experience, and I am a long-time consumer of mental health services, psychiatric drugs and psychotherapy are both necessary at times, but rarely sufficient to get me through the depression. I also rely on self-help materials and resources as an adjunct to the professional services. Particularly helpful for me are (1) the writings of Albert Ellis, founder of Rational Emotive Behavior Therapy and (2) Recovery Int'l self-help group meetings. Recovery meetings are based on the writings of Abraham Low (link: http://www.recovery-inc.com/).
Sorry to hear that you're suffering, and that its serious enough to interfere with your enjoyment of gaming (when I'm in a downward spiral, that's the last pleasure to go, right after interest in sex!). Hope you get things sorted out and start feeling better soon!!