To me this seems a greater risk to you than your husband escalating his violence if you choose to leave, but I'd echo the excellent advice that MKAC gave you.

Going to see a divorce lawyer doesn't mean that you have to take the step to file papers and seek a divorce, but the information s/he can provide to you will be important in understanding how the law can protect you (and your dog) if you choose to go that route.

I think that there is often a point in every relationship that is not good for us where we decide that we have had enough. It sounds like your husband beating your dog (a defenseless animal), which was obviously intended as a message to you ("next time, it might be you"), has gotten you to that place where you've just had enough.

Having enough also means being honest with yourself that he is not going to change. Instead, he is trying to change YOU and he will continue to make you and your therapy the problem (or the dog, or some other target, in the future). You can hang onto the truth, and move forward from there.