OK you're doing a counselling course, so imagine that what you've just written here is a stranger coming in to you for help.
Verbally abusive, financially abusive, entitled, controlling, isolating you from your family & friends, destroying your self-esteem, gaslighting, threatening. Have I missed any of his myriad faults? Oh yes, he also clearly doesn't give a damn about the wellbeing of his children. And does he have one single redeeming quality?
Of course he won't want to even consider divorce, he has a browbeaten slave who he can push around & treat like shit, who is terrified of leaving because of his threats of reprisals. So staying with you is a win/win situation for him.
From your point of view your life is so shit with him that it's driving you to suicidal thoughts, so it's a lose/lose situation for you. No question, you need to get out with your sanity intact & your kids.
Firstly, you are NOT acting in your children's best interests in staying with this man. You don't say how many, whether girls or boys, or their ages. But if they are girls you are teaching them that it is normal for them to be treated like this when they grow up & get married themselves. If they are boys, they are being taught that this is how they can treat women. What your H is doing is emotional abuse plain & simple, & your children are being taught this is the way people behave.
You are married to this man, so though he may have told you that you'll get nothing from him you may be surprised to find out that if you divorce him you will be entitled to a fair bit from him whether he likes it or not - part of the value of the house, any other assets, income at least for as long as the children are growing up, even a percentage of any pensions he has.
What you need from MN is help with a plan of campaign on how to get out of this sham of a marriage with the minimum impact on you.
First thing you need to do is find out as much as you can about your rights, ideally without him knowing. There are others here who will be able to be more specific but your first port of call should be CAB and Women's Aid. You should also be able to get a free half hour consultation with a solicitor - perceived wisdom is to take that from as many of the local solicitors that are any good in this type of thing as that will mean he can't then use them.