You don't have to put him down! I have been exactly where you are now. Bandit's first 6 months or so after diagnosis were miserable. She just lay on the bed all day and night looking sad and didn't move around at all - probably thanks to the neuropathy. We were wracked with guilt and uncertainty about whether we are doing the right think by treating her diabetes. Like Bailie she absolutely refused wet food and we switched her to Dr. Elseys and Young Again (she dislike Young Again and tolerated the Dr. Elsey's). It took a while but once her numbers came under control, she became her old self and went back to doing zoomies! We were so glad we persisted! She had been such a nimble cat before DX that it was awful to see her immobile due to neuropathy, so I know how you're feeling.
You don't need to give him only Zobaline. That's just one of the brands of methyl B-12 and a pretty expensive one at that! There are a couple of other brands that people in the US/Canada use:
https://www.amazon.com/Vitamin-B12-Methylcobalamin-5000-mcg/dp/B08154TKT8/?tag=felinediabetesfdmb-20
https://www.vitacost.com/vitacost-vitamin-b-12-methylcobalamin-5000-mcg-100-capsules-6
You can buy any brand of methylcobalamin B-12 available in health food stores or pharmacies. When looking for Methyl B12,
make absolutely sure it does not contain Xylitol (an artificial sweetener). Even a very small amount can be fatal to cats and dogs.