I had a very close friend who went through the same thing with her spouse. She decided to present her divorce plan to him and when he realized he couldn't hold her emotionally hostage with his threats he stopped. Now, keep in mind that their marriage is not healthy, but she started figuring out what she would do if divorce happened and she feels a lot more in control of her future, with or without him.
Bottom line, you can't change his behavior, but you can set up protection and plans for your reaction to it and take your future out of his control.