Leave, leave, leave. Fuck what he says and threatens. Obviously you need to be discreet about it, but if you don't leave it sounds like you very well may end up dead. Go to the police NOW, at the station, and have a very serious conversation. Do not take no for an answer because you have more power than that. If the police blow you off, don't LET them. I understand what it's like to have no support, but you are using the lack of help as an excuse. Go to the police, tell them everything he has done to you, and request help creating a plan to get you and your babies out. They will at the very least give you resources because they are required to do so. They are also required to escort you to pack and take your belongings if you feel unsafe.