A word of advice: his threat to leave is just that - an empty threat that he believes is shocking enough to get you back into line.
However, maybe you can play it to your advantage. You will, at some point, benefit from having him out of the house, and if you can convince him to do so voluntarily, you are going to be spared a LOT of trouble (...just look at all the threads on here by women with abusive husbands who have clocked that their wife wants a divorce and are therefore digging their heels in).
IME, the only way to get an abusive bully out of the house is to convince him that it is in his interest to do so (they are only ever motivated by their own interest, after all).
You could, for example, state that he is oh so very right to call you mad, that you need time and space to work on yourself, that is why you are seeking treatment with a counsellor, to become a better wife to him, and if he moves out for like, a month (it will be longer!) then he will be able to come back to his dream Stepford wife shortly after.
Once he is out of the house, initiate divorce proceedings, and have it entrenched that you and he have different places of residence now (this will prevent him from swanning back in to disrupt your life and piss on what he sees as his territory: abusive men ALWAYS believe that if they own or part-own a property, then it is theirs to have access to whenever they want. If you get the law to recognise that he doesn't live there anymore, however, then he is basically just your landlord, with no access rights, while solicitors sort out divorce finances and the splitting of assets).
This advice is probably miles ahead of where you are now. I just think you should keep it in mind, it may be useful.