Oh Doglover, what a sad and stressful and perplexing time you are having!

I am so sorry you are going through this difficult situation. Did your husband (or even prior to marriage) ever join you in therapy? Did he ever seek his own therapy?
You do sound very anxious but I'm assuming (though don't know) that your anxiety was present and significant prior to your marriage? Your husband was aware before he married you?
Have you spoken with your therapist about this recent turn of events? Is your husband willing to speak with your therapist...even without you present...to fill in the blanks so to speak?
What exactly is his plan? A separation to see what's happening or is he talking about actual divorce? I'm sorry if I missed a piece. I always like to clarify details on both sides.
What about trying something like this:
"I love you and respect your needs and wishes. You were honest about your need for separation from me and I want to respect that. Honesty isn't always easy in a relationship so I thank you for your candor. Before you go to your parents, I would really appreciate if you could help me understand your side of things. You mentioned my anxiety as a barrier in our relationship. I've been working on it and I take ownership of it. It is my responsibility to manage my anxiety. What do you think I could change or do differently in order for you to feel more comfortable and safe in our relationship? Is it okay to ask when things started to feel too intense for you? I ask not to challenge or argue but because I love and respect you and want to understand."