You both need to calm down. You both need to acknowledge that no one is at their best with a new baby, let alone three preschoolers. Everyone is ratty, exhausted, unable to focus on their own needs.
Ask him how he'd feel if you told him that you were leaving him and the children. That you were leaving him with sole responsibility for those three lives. If he thinks he'd find it hard to cope, why does he think it's okay to land this burden and stress on you when you are already so clearly stressed and exhausted. Point out that this would be cowardly, selfish and brutal and if he does this knowingly after you have explained how cruel it would be, it could push you over the edge.
He needs to man up and understand he is a father with commitments, not a single man who can skip off if things aren't easy. You both need to make an effort to look after yourselves and each other, as well as your children.
You say you have money. Then please at very least get a cleaner and a Mother's Help or housekeeper or part time nanny, who can look after the children for at least one or two days a week while you take time for yourself. Go out on dates with each other, where you actually do things you used to enjoy together - music gigs or comedy or skating or watching live sport - whatever you used to have in common.
When he mentions the rows, mention the good times. Explain the reality to him of splitting up just because you are both exhausted. He will need a second home so he can have the children half the time, and you can get a job. His standard of living will plummet and so will his children's. Is this what he wants for them? What does he want for them? Two smaller, cramped homes? The children would be shunted around between childcare and two homes and only ever have one parent around to deal with all three of them, which will make them needier and more difficult and insecure. Can he think of an alternative? Is he aware these tough times don't last forever? Is he really so wimpy he can't cope with hardship for a while?
Far better to behave like responsible, loving adults, capable of riding out the storm of the hardest time in a marriage, and have fun together as a family at weekends, have a date once every weekend, give each other a few hours each week (eg half a day each weekend) to do what you want - to lie on or see friends or get hair done or watch sport. Put some serious effort in supporting and honouring each other as people and as fellow parents. And equal effort into being excellent parents.
If I was married to a man who wasn't prepared to make that effort and chose to walk away instead, if he was that much of a selfish coward, I would get the most powerful lawyer I could find and squeeze him for every penny without a moment's guilt.