The depressed young adult

Looking for advice from anyone who has gone through this...
My son, 19, a sensitive person, struggles with depression and anxiety, has ups and down, and is in therapy, but not on any meds. He's currently in a very down place, he says (quite earnestly) he just wants to die so he doesn't have to feel the pain anymore. I'm thankful that he's open with me about it, but I don't really know how to help him. His therapist recommends journaling and getting exercise. He got himself up and went to class today, which is huge progress, but he's just miserable. What can I do?

Edit- thanks everyone. he has agreed to trying medication so that’s really good. here’s to getting through another day.

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Infamous607 · 51-55, M

I thought hard about this. i don't know how clinical or severe your son's condition is. So I'm only talking to you from the point of view of my own experience.
But, AGAIN, this is my experience, having someone fully supportive and never holding me accountable didn't work for me. All I did was to lean more on that person and on my woe poor me.
It took some harsh words for me to sorta start seeing that I was just afraid and feeling sorry for myself and making everybody around me miserable.
Look, whatever he's going to do it and you can't stop him.
Depression not only attacks the victim but holds everybody around hostage.

Fallflower · 46-50, F

@Infamous607 this is true and he feels guilty about it. thank you for your perspective!