Intern year is awful. We tend to have those heavy months every other for an entire year. It gets better.
What you must do is continue to be independent and keep yourself occupied. There are days (particularly on service months) when the only phone calls I give and receive are work-related all day, for days on end. All of my other relationships suffer because any downtime, even 5 minutes, is an opportunity to catch up on notes or dictate that nagging discharge summary or dammit, pee! I'm blessed with a very understanding and supportive husband who doesn't need me very much and is mostly content to rub my feet while I pass out on the sofa at the end of one of those days. He's even learned to cook a few good meals (always my domain and I am a bit of a control freak about it).
It's good that you recognize his sadness. Be on the lookout for depression--this is a tough year. It will get better. My co-residents and I were talking about this today and we all feel like that on service medicine--it sucks the life out of you, even when you really enjoy inpatient medicine (I do). But there is ALWAYS a rebound after a golden weekend off, a few days on a lighter rotation, or a particularly good patient outcome (which might just be a good death). Buoy him up by all means but do not let him drag you down--it's too easy to get caught up in the hard times but fight it. Take time for yourself when you need it. Listen to hear and look to see. It sounds like you have a good intuition and that you are being a good friend--someone he needs.
Look on the bright side--we are halfway through intern year. Schedules lighten in PGY2 and if you both enjoy one another's company you will hopefully get to see more of each other then

Take care. And definitely agree with the sleep and kindness recommendations