"Not because I want to protect but I don't have the energy to deal with their emotions too. Is that odd? "
It's not odd at all. But other people are always going to react when you make a radical change in your life. Whether it's getting married, starting a business, travelling the world or ending a marriage, you'll get all kinds of reactions, good, bad and indifferent. If people are disgusted with him, that's his problem. It's not your responsibility to deal with other people's emotions, it's theirs. If they try to offload on you and you don't want that, you have to stand up to them.
You won't be losing or destroying a family when you reject his porn use and gambling ('setting' sites = betting sites?). You'll be reducing the size of your family and creating a happier one. I doubt a selfish man will want very much responsibility for children so 'sharing' may be limited. In turn, your children will know that you love them above all others and your DD will see you as a strong, courageous, independent role model. Do you have friends and family IRL that you can call on?
For the practical matters of finance and legalities, get the very best advice you can. Solicitors and CAB for example. If he's a gambler you'll probably find that, once you have full control over your income and outgoings, you are much better off than you think.
Good luck