It's difficult. Yes it was unwise of him not to tell you about the lunch before but on the positive side he did tell you afterwards, so he hasn't kept it from you as such.

Maybe there is something to be concerned about or maybe not. If it were me I would try to keep an open mind - sometimes people reconnect with exes and it works out just fine. My husband reconnected with his ex wife and there is no threat to me, in fact I really like her. If it were me I'd ask to meet this lady with him - if he wasn't happy for you to do that then I would be concerned.

As for his depression do you try to talk to him about how it has affected your relationship? Because in my experience it does usually. As someone who has had depression I found it most helpful to have this addressed as 'the depression' causing problems rather than me personally.

Hugs to you and I hope you can find a way to work through this with him.