I think Fedups take on this is spot on.
I must admit that once while I was thinking about your whole situation, it crossed my mind that he would pull an 'I'm going to kill myself' stunt. Partly because, I think, he has done that before, hasn't he? Didn't he tell your sister or something? And it is possible that that is a route he might threaten you with as an alternative to becoming violent, iyswim.
I too hope very much that he would have enough perspective and connection with the his kids to realise that he must never do anything so horrible. But I think he might be capable of frightening you with the possibility.
If he does, it's a tactic.
Maybe you should ask him directly what he meant? being absolutely calm and direct and factual is a good way to do away with vague veiled threats designed to freak you out and keep you guessing. If he won't tell you, you can't know - you're not clairvoyant (presumably!) so if he won't tell you things directly, you can't possibly be expected to respond to them! So don't!
If he asks you if you love him, maybe you could say 'I don't know what I feel at the moment - but it is true that I am not happy. I don't like the way you try to control me, I don't like the way I don't feel like an equal in my own home, and I don't like the way you make impossible rules for the boys'.
If he says 'I'll do something drastic and you'll be sorry when I'm gone' jjust ask how that is likely to make you happier in your marriage NOW or in the future, unless something changes?
I don't know, SM - I suppose he might well threaten to harm himself. I think this is something you should discuss with your counsellor, given his Dad's death. My instinct is that by simply refusing to be swayed by it in a calm strong manner, you would deter him from thinking it would be effective, but this seems a matter for a professional opinion.
For the moment, I am sure he is being a drama queen, and this is his response to you being more staunch. Which you should continue to be!
When someone changes something (as you have done by standing up to him) they will always make a counter-move to try and regain their old ground. This is what he is trying to do. I expect your DS2 is at the same developmental stage, isn't he?!
How exhausting!
Good luck if you talk to him about it.
Thinking about you. xx