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your wife is somewhat manipulative and controlling. Poeple who dont allow their spouses the freedom to see their family, friends or to do anything they enjoy, is controlling and suffocating.
The mistake you have been making is that you think you have to do everything she says, no matter how unreasonable, or she wont be happy. That is her way of controlling, by being mad if you dont do what she wants. People like your wife arent easy to handle, and are high maintenance.
There are ways that you can learn to handle things with her, but it will mean standing up to her and risking her wrath or tears or what ever means she chooses to get you to back down and do what she wants. If you then back down, it will be worse the next time because she will do the same.

I will recommend two good books at the end of the post.

MY husband was married for 23 years to a controlling lady, and sadly he did let her rule the roost and rarely stood up to her. The thing is that his mother had been the same, and his dad never stood up to her ,so he never learnt what to do or how to handle it. One of her weapons was sex. If she wasnt pleased with him, there was no sex. Very wrong. He wasnt depressed as such, but was always very very tired, drained and weary. He said that it was like banging your head against a brick wall.

With reference to family and friends, why cant you both go to see your family or have them over? Why not ask friends over as well or go and visit them as a family? Why does it have to be seperately?

Working 7 days a week isnt advisable or good for you. You need time with the children and time to unwind. If she demands more things or a new house, just tell her that it isnt going to happen because you cant afford it. Show her the income and outgoings.Make her see what the money situation is.
If she still complains, you may need to suggest that she gets a full time job and get family to have the baby or put him in a nursery.

It is not your job to always keep her happy if that means giving in to her like she was a screaming toddler. She appears to be a very demanding lady who isnt putting much into the family but is expecting a lot out. Sadly some people are givers and some are takers.
You havent told her anything about your deep sadness over this, or that she is the cause of the depression, and you HAVE to. I suggest that you do this in a counselling setting with a marriage counsellor there because she wont like this at all.

I dont believe is divorce just because things arent going as you want, especially when she doesnt even realise how hard you are finding the marriage. You both need to be 100% honest with each other and get some good help.

The books I recommend are

'Boundaries' by John Townsend. He has also written 'Boundaries in marriage.'
'In sheeps clothing' by George K Simon. This one is about understanding and dealing with manipulative people. You may need to keep that one at work, because the Title may make her mad if she sees it and thinks its about her.

You will probably have a battle on your hands, and will have to be very firm and very strong, but its either that or carry on like this. It may well get worse before it gets better.