He is losing control over you, so he is clinging onto the only thing he has left to get you to bend to his will: threatening suicide.
It is probably bullshit.
If it isn't bullshit, you are failing him every time you don't call 911 when he says this to you. YOU are not equipped to deal with a suicidal person. You are not a medical or mental health professional. If he is being sincere, he needs help. So - call the police the next time he does it.
You, and more importantly your children, need to get away from this man and out of this chaos. I think the only thing more damaging to a child than a father who sexually abuses them is one who is an active alcoholic.
If he wants to fix this - if you think there is a glimmer of hope for him and your relationship - then he can get sober, get therapy, and make amends while you live separately. He has shown you time and time again that he can't be in a home with you and your kids because he is abusive.