Sometimes we pick a partner that seems strong and we feel that person can help us feel "safe". This is especially true if a person suffered from some kind of abuse and subconsciously looks for a presence that is dominant thinking that will help them be protected and safe. UNFORTUNATELY, often this dominant individual is actually toxic, abusive, and selfish and intrusive and as you are experiencing "if you don't give me my way you will be rejected" comes out. This feeling of powerlessness is definitely a red flag that you are in a relationship with a dominant individual who tends to do and say things to make others feel powerless in order to have things THEIR WAY. It's also a big red flag when this person has no interest in reaching out for help in that this individual has no interest in changing but instead needs everyone else to change and just give into them.

Given how he responds with threatening divorce and how you describe feeling including feeling suicidal, it's probably the HEALTHIEST thing for you to "get the divorce" instead of having that held over you. Therapy should be about finding out "why" you give into a person that is so controlling and punishes you for having your OWN needs.