I was in a similar situation as you are now once.
My best advice? Well, assuming the friendship is still important to you, I would recommend doing what I did: bite the bullet and ride it out.
Yeah, I get it, your buddy's being a pain in the arse, but he's obviously hurting and probably not in the best mental state at the moment to empathize with how you are perceiving this.
But he's coming to you because he obviously values the friendship.
This will not go on forever, eventually he will come to grips with the reality of his situation and move on.