Oh Stars, I know you are scared but you MUST listen to the advice you are getting from EVERYONE YOU SPEAK TO, both in RL and on here.
Whatever you do please don't tell him you want a divorce whilst you're still in that house with him, I fear this will tip him over the egde. What lengths would he go to to stop you leaving him? I don't think you can afford to take the chance of finding out.
They will not put you in hospital for having depression or being stressed out, that is not how it works at all, that is just what he wants you to think. His behaviour is classic mental abuse.
Please don't kid yourself that your children are not already affected by what is going on. Children are amazingly perceptive and will know you are not happy, and that their father is angry and cross all the time. I bet thay hate it when your H is being vile to you, they must overhear him all the time. They will not understand what is going on though, not at all. Your son's behaviour says to me that he's testing the boundries with you, he's trying to gauge where he fits in the pecking order, he already sees his dad treats you like shit, so does that mean he can too? He might act like a tough little guy but I bet inside he's just a frightened little boy.
I'm not saying this to give you more sticks to beat yourself with, Your children are going through this because of THIER FATHER'S DISGUSTING, ABUSIVE BEHAVIOUR, not yours. But you seem to think that you might be removing them from something good to something a lot worse, and I really don't think that is true. Can you honestly see them growing up to become happy, well adjusted, confident young adults in the atmosphere they live in right now?
You have the power to improve the quality of life for all three of you right now, please do it. Please.