Oh LEM this has been going on for years. You can't carry on living like this, it must be soul destroying.
I agree with SGB, your anxiety and depression will go when he does. He is keeping you on tenterhooks with his threats - that's good for nobody
You may love him, but you need to love yourself MORE. Tell him to go. Tell him to put up or shut up - see how quickly he changes his tune.
DH used to do this. I was like you for a long time, then finally I broke. I told him that I was sick of hearing it as his final arguement, that it wasn't a threat any more because I never believed he would go - I actually told him that whenever he said it I waited and waited but he never bloody went, and I was sick of getting my hopes up that he'd finally leave us in peace.
He blustered for a while, spoke about money, I agreed to give him what he wanted and finally he said "You really mean it, you really want me to go, you don't care about me at all"
I said that I was so used to hearing it that whilst upset I was resigned to him going, so I didn't care any more. He hasn't said it since.
We've managed to work on our problems, and are much much better. Once the threat was out of the picture it became easier to talk. We had to talk.
If you really don't want him to go, then you have to talk. You can't do that if he stops all communication by threatening to leave and making you cry and beg. You'll never get over that hurdle.
Much love.