Experiences times of depression, anxiety, and loneliness

Let’s say you have a Latino male client in his early twenties. His Christian faith is
important to him and he also experiences same-sex attractions. In keeping with his
traditional Christian values, he wants to be married someday in a heterosexual marriage.
However, he worries his church community, family, and possible future spouse would
think he is “gay” and reject him if they found out about his attractions. As a result, he
experiences times of depression, anxiety, and loneliness. How would you proceed in
counseling this client? What would be some of the challenges in working with the
overlap of his multiple identities and experiences?