Try not to let yourself assume there is something wrong with your baby and try not to assume that you won't be able to care for 3 kids under 5. It is a lot of work, no mom will lie to you and say it isn't, but you can get help not only through continued counselling, but also for day to day things like helping you get a schedule that works for you, helping with the house, etc.
Talk to your doctor, talk to your kids pediatricians...get resources for people that can help you not only during your pregnancy, but after the baby arrives as well so you feel you have a support network.
My grandmother made no secret of the fact she wasn't happy when she found out she was pregnant with my dad. He and his brother were born so close together they were practically twins. And, she had a child older than my uncle. So, 3 kids, bing, bang, boom. She cried and cried and didn't know how she'd manage. But, my father was her favorite and easiest baby. He was happy and good natured. She always said she cried and fretted so much when she was carrying him that he didn't need to do any of that when he was a baby. Several years later, another boy was born and she loved all her children, but my dad remained her favorite as far as the bond between them.
Depression and anxiety are horrible invaders that make us afraid and second guess ourselves and lead us to feel there is no way to move forward, let alone come out on the other side of the dark places we can feel stuck in. But it IS possible!
Continue to get counselling for your depression.
It sounds like you have a loving and supportive husband who wants to help you through it.
The baby you are carrying didn't cause your depression and terminating the pregnancy won't end the depression. I'm no professional, but I fear it might actually make it worse.
I pray you won't terminate your pregnancy, even though it's totally your choice, but when you do begin feeling better, and with counselling and work, I believe you will, you may regret a decision you made when you weren't thinking clearly.
Like I said, getting rid of the pregnancy, won't get rid of your depression.
There are women who give birth without even knowing they were pregnant and therefore had zero prenatal checks. Some even drank because they didn't know they were pregnant and they have healthy, beautiful babies.
I fully support a woman's right to choose, but being afraid something might be wrong because you haven't had prenatal care at 8 weeks shouldn't be a reason. And, fearing you won't be able to handle 3 kids under 5 shouldn't be a reason. Your husband sounds like he wants to work on getting you better....
I wish the best for you, whatever you decide.