Only time will tell how your relationship will pan out. If you don't feel comfortable backing off and it's confusing you, then you are basically feeling normal because two people make a relationship work and two people lean on each other in times of need. Clingy doesn't come into it.
Your challenge is to get him to open up to you and get him to learn to trust you explicitly so that he can rely on your support(that you want and need to give him) when he does get depressed. Communication with him is the only way to solve your issue, regardless of the reason for his distance.
After being with him for 4 months you may have an idea of what he's really like but 4 months is very 'early days'.
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