I know how you must be feeling. The same thing happened to my mum, my dad told my uncle that he was "going to blow her head off." I can understand how scared you must be feeling, try to tell him that you would like to end the relationship, but make sure someone is there with you otherwise he may try to hurt you, my dad tried to run my mum over. If he continues saying things which make you feel uncomfortable maybe have a talk to the police and have a restraining order put against him. A word of advice, if you do leave him dont go back to him, dont feel sorry for him because you may feel too scared to leave him in the future.
My mum went back to my dad and now we are stuck here with the fat pig, like your boyfriend I think my father has a mental problem, mum felt sorry for him when we left him and now we are in the difficult situation of trying to get rid of him.
Take care and be careful
May God take care of you all
sarah