I just had a thought. But first, I'm glad others thought maybe letting his therapist know is a start, in order to protect your family.
The other thing that helped for me, because I'm the one that struggles with depression, is to really hear advice from my family. For me to do that, they had to establish boundaries with me. It was tough to take at first, but because I love them, I finally heard them, especially my son. His demands were to stop being negative. He agreed to do something in return. So, now things are better. I'm feeling better. I'm feeling more able to turn myself around when I feel like I'm dropping into despair again. Sit your dad down and tell him you love him, but that he has got to stop being negative. Have him read books on being positive, have him see the movie, "what the bleep do we know," tell him he is affecting the entire family in a bad way. If you have to, cry. Get his attention. Be prepared to repeat yourself. Be prepared to call him on his negativity every time. Remind him you love him but tell him you can't take this anymore. It isn't your job to take this on your young shoulders. You shouldn't have to.