I've been in practice 32 years this May, and here is what I know:
1.) Your son's prognosis is good -- there were two focal precipitating events that can be clearly identified and dealt with in treatment. I am speaking of the two deaths you mentioned. His depression is a reaction to those losses. Often, people turn to alcohol and other drugs as a way of coping with the pain. What this means is that your son must be helped and then permitted to grieve.
2.) He is in a good place to get the help he needs. The services generally do an excellent job of treatment, often better than found in the civilian world.
3.) One of the most important factors in recovery is not to focus so much on the past (once the grieving becomes active) as on the future. Who is the person he wants to be? What are the barriers to his becoming that person? Let him know that you, his counselors, his CO, and his fellow Marines support him as he works to become that person.
4.) Relapse is a part of recovery. Missteps and regressions are not the end, just the opportunity for new beginnings. Obviously, don't condemn him if this happens, but assure him that he just needs to pick himself up and carry on from that point forward.
5.) He is young, resilient, and was not involved with alcohol for that long. People meeting that profile tend to do better than older people whose drinking has become much more a part of their total personalities.
6.) Encourage him to work the 12 Steps. Humbling yourself before God, however he conceives of the Creator, making amends to those he may have harmed because of his drinking, and helping others stay in recovery are among the most important. As they say in AA, "it works if you work it."
7.) He's lucky to have parents like you who can show him unconditional love and know enough to let him walk this path on his own.
The odds are actually in his favor. Find peace in that, and move forward from there. There are a lot of us pulling for him, and for you.