He thinks he can control you and have you at his neck and call whenever he wants you. And unfortunately this is true at the moment. By placating him and also having sex with him and obeying him whenever he threatens you, you are allowing him to behave however he wants. It's not your fault he's a horrible bastard, but if you don't want to live like this (& it sounds horrible!), then you need to change the way you engage with him. Put it this way, you can't change him by anythjng you do or say, and by giving in to him and giving him all the power in this situation, you are letting him decide how he treats you, which is clearly not at all nicely.
You need to take back the power from him and start controlling what you are prepared to accept and what you aren't. Easier to say than do when your used to the relationship dynamic being him holding all the cards, and you constantly being controlled and directed by him, but if you want things to change, you need to change the way you are reacting to him.
The law is on your side, and it's there to stop people being able to treat others like he's treating you. But if you don't use the law, and the police, to defend yourself, you are letting him get away with it, and he has you trapped into his world.
Take some of the practical advice on here, and start getting his behaviour logged, otherwise your misguided loyalty, or fear of making a fuss/ drama will end up working against you. And then the drama will escalate - you're not controlling it by minimising it, or by giving in, you're feeding it unfortuneately.
Good luck. And by the way, I'm not sure how his behaviour could legally get you sacked? It might damage your reputation if you don't distance yourself asap (by taking measures to let your work know what's happening and that the police know and have advised you to do X). If you come across as enmeshed and encouraging him then I can see how your work might think it's your behaviour at fault, if they think you're loving the drama or you've not done everything in your power to break away from him. It all gets a bit blurry and verging on victim blaming, but if you value your job there are ways of dealing with it so it's clear that he is the problem, not you.
When I was with my abusive husband, and utterly miserable, ground down and trapped, I got a horrible shock one day when I was sharing a bit of my pain, when a colleague who I thought was my friend said 'oh but you thrive on the drama though don't you, I couldn't live like you because I want a stable life'. It was like a slap in the face. But it's true I guess, from the outside it looked like i accepted and probably encouraged him. Because I was carrying on engaging with him and dancing to his tune. And I couldn't tell people about the emotional, physical, financial and sexual abuse, as I was barely surviving by minimising and placating and excusing him. It took a while longer to get away from him, but my life is so much better now. Yours will be too.