Omg, Coconutter, that is heavy!
I hope that you can condense your feelings into something that can't be argued with, because by that sounds of it, if you go to him and say you feel you don't know what's right for you then - you're just going to be talked round??
The weight of his sadness on your shoulders sounds absolutely stifling though. He is pinning that on you. Stay with me OR.............. I will be DISTRAUGHT! not just sad in a normal way but DISTRAUGHT!? SOBBING?
It's a little bit like 'if you leave me I'll commit suicide'. He may not be saying that but he is holding you responsible for his sanity. It lies in your hands!? if you break it off with him, he'll be a wreck?? That is the 'script' of your relationship at the moment! what an albatross for you to have to carry around your neck!!!
THAT is not normal. You can't be tied into a relationship because the other half will be distraught if you leave.
You are NOT his whole life. Even a couple who are very happy together can not be each others' "whole lives" and he by the sounds of it, is not yours. People do and can if they try rebuild lives and move on.
When I was thinking about whether or not to leave my x was the right thing for me, somebody asked me a question which helped me a lot. They said to me, 'if you could fast forward a year, and the split and the repercussions of the split and all the acrimony that went with that were behind you and now, it's a year in to the future, how do you feel?'. In MY case the answer was FREE, relieved! content! proud of myself! So that helped me to clarify that it was the SPLIT I was dreading. Not the being free. I had no fear of being single, or being without my x, but breaking free from him was I knew giong to be a mammoth task.
And it was. But I did everything wrong! I kept on engaging with him and trying to defend my decision to him. All that did was FEED his belief that I needed his approval to end a relationship.
It sounds to me like your x has you in a state of total confusion. You have sublimated your own needs here but you are in a heightened state of awareness of his. My x had me in that state too when I left. All I felt was guilt and concern about him, even though really, the split had been coming a LONG time and if he'd been compos mentis he would have accepted it and not blamed me for leaving him. He never, ever looked at his own behaviour!
It's going to be hard to get this guy to ACCEPT that you have the right to end it. He will be stunned that you feel you have the right to end a relationship with him. I really reccommend getting your friend/sister/mum/dad/brother to come down and give you support and literally witness the words. Maybe not the actually words, but you can tell him it's over knowing that your support is on it's way.
As I said earlier, this type of delusion within a relationship (ie, that you can't end it because-you-are-his-whole-world) will be pierced much quicker when he knows there is an outside objective witness to his controlling behaviour.
Practice what you're going to say to him. Make sure it's something that can't be argued with. Even if something that can be argued with sounds kinder, it's not. Boil it down. "I don't want to be your whole World" "I want to end this relationship" "I want to be single". something that a drama person can't manipulate you OUT of feeling.