OP, you don't have to keep doing this with this man. He is unstable. He is emotionally illiterate, meaning he can't just tell you how he feels and work towards a plan to resolving that.
Yes, it's shit losing your job, it's shit not getting accepted for jobs, but most of us would be able to say "I know you've had a hard day at work, I am also having a hard time because I'm not in work, and I know both things can be true at the same time".
Instead he is emotionally abusing you, he is throwing things, breaking things, he is using scare tactics to get you to conform.
These are all choices he is making.
Even threatening to kill himself is a choice he is making, whether or not he means it.
You need to accept you can't save him. It isn't your job.
You might love him, he might love you in his own skewed way, but love isn't just a feeling. Love is actions. Love is what you choose.
He isn't choosing to love you how you deserve to be loved.
How can he love you, when he can't even love himself enough to sort out his mental health?
And it is really important for you to know that a course of medication and a stint of CBT won't fix this, and so you do not have to (and I dare say should not) stick around while he figures this out for himself.
Go and live your life free from this abuse.
His loneliness is self inflicted, it isn't you inflicting loneliness or isolation on him at his darkest times.