I'm sorry you're going through this. He does not sound like a pleasant person and is not treating you as an "equal".

I know you feel like you're stuck in this situation because of your financial dependence on him but you're not. You can always reinvent yourself and make your way in this world without him. Will it be easy? No. However, the longer you stay with him, the more empowered he's going to feel because of his perceived "financial dominance" and the more miserable you'll be.

I'd call his bluff, too. If he's threatening to leave to show you how "good" you have it, I'd make the first move and get the hell out of that toxic environment.