Welcome to WP, number5.
You sound like an awesome person and an awesome mom. So very kind and understanding. Your son is blessed to have you in his life.
You say "it's the bullying, anxiety, and depression that my boy sometimes experiences that just make me cry." but please keep in mind that just like so many other diagnoses of all types, kids now have it so much better than they did when I was your son's age (in the 1970's). Bullying is handled in such better ways in schools etc than it ever was in my day; I know it is hard, but there are so many more options. Meds (for depression etc) if you decide to go that route; the internet, for finding real-life stories and advice; and just even general recognition that bullying is not cool, not inevitable, and not something to tolerate in an old-fashioned "kids will be kids" kind of nonsense.
Hang in there. And clone yourself and your husband while you're at it, go back in time, and move your family next door to little four-year-old me!