Your post clarifies a lot of stuff and helps explain the dilemma which is much stickier than I first thought it was. No easy answers come to mind.
I agree with Kutuzoff completely - the effort that you went to to go to him when you were worried was substantial, and really reflects well on you as a person.
I'd also agree that his (romantic) feelings for you aren't that imoprtant at the moment, although I can also understand why your situation is difficult.
However, if there really isn't anyone else closer to him with whom you can raise your concerns (and it sounds like ther isn't), then I think that you need to do something more to try and get him the help that he appears to really need - both for his sake and for your peace of mind. As Kutzoff said, I'll just say some stuff and let you take or leave what you will, as you are definitely not in a place with any easy answers.
Does he know the trouble he put you through? Does he know your worry and your anger? If he values your friendship and your respect maybe it will embarass him into shaping up. If he's acting the way he is because he's directionless maybe you should give him a direction. Tell him to work. Tell him to make new friends. Tell him to get a boyfriend. Don't be shy. You're friends aren't you? Moreover, he owes you and there's only so much you can do. Does he know the limits of your friendship? You certainly don't want him using you as a crutch. If he says you go too far or you presume too much then at least if the worst should ever happen you can console yourself that you did try to do something and you didn't just let him waste away. It came straight from him that it wasn't your business.
If he doesn't know all the effort that you went to, and all the concerns that you have, then I think you need to tell him. Not because you deserve some recognition, or because he might be grateful, but because it might help him to see that he has value as a person. People don't just drop everything and fly to a different city for someone who isn't important to them, and if his self esteem is poor, then it might be good for him to see that someone does care.
You could also try to remind him of what he has done to help you in the past when you had bad times. He needs to recognise that he is a good person who is suffering from a mental illness, and that he needs help to get out of the dark place in which he is trapped. Helping him to recognise the person he was might help him to realise how different he has become - I know in my own case that it wasn't until I realised there was something wrong that I could see how badly my health had deteriorated.
However, I don't agree that you should try to embarass him or tell him what to do - if he is really depressed, this could seem like another pressure and provide another reason to retreat. I'd put it more as an offer of a helping hand - letting him know that he is too valuable a person to be allowed to just withdraw from life, and that he has things to offer the world. Maybe this is best done by letter, so that you aren't intruding on his space, but I'd tell him that you want some sort of response, and that you'll chase to get it. Send him a stamped self-addressed envelope, so he has to send something back. Send multple copies. Maybe include a self-assessment guide and ask him to evaluate himself. I don't really know - I do take your point about why he might not have wanted you to see his place. It also might be because it is his only space that is truly his - and so no one is allowed to invade it.
I just really feel that he needs help, and whilst it is usually necessary for someone to ask for help, you can try to help him recognise that he needs help - and I get the feeling that you are going to regret it if you don't do anything and his life continues to spiral out of control - because my impression is that his situation is a tragedy waiting to happen. I'm not trying to guilt you - and it isn't your responsibility - but the important issue isn't whether you have a responsibility, it is whether you feel that you do, or whether you have imposed a responsibility onto yourself. I think that you have, and so you are going to feel terrible if you don't act.