yes, I think you should jump at SS being involved, especially with a referral from a professional. He takes no notice of you, as you say he thinks he can just wear you all down.
Social services will not take your kids away and will not force a child in these circumstances to see their father. But they will support you in fast tracking the help you need to get him to back off.
I would be wary of being reluctant to engage with them, although I can understand because of the scare stories about them, and also you seem to be scared of infuriating him.
He may well accuse you of things, but those are unsubstantiated claims from his imagination, and the therapy that your daughter is having has not thrown up anything bad on your side I assume. Social services are absolutely 100% used to hearing abusive men make up shit when challenged on their own behaviour - its classic bullying. If your daughter has been in therapy for a while they will have a very clear picture of the dynamic - have they seen other therapists before this? Because they can be asked for evidence too as part of a fact finding process. They will also understand your fear in aggravating him too, so your initial reluctance to follow through would be deemed a normal knee jerk reaction. However I would phone the therapist today and say that you were scared, but realise you need to put the children's welfare first, and allow her to report. As others say, when things get that serious it is likely she will do it anyway, and you want to be on the right footing from the start.
And DONT tell him. Truly, you have told him, it seems, for weeks (and probably before that) that his behaviour is unacceptable. He doesnt even listen to you I doubt, its probably like that teacher on 'Charlie Brown' that just went 'mwahmwahmwah' in the background - it sounds as if he might only listen when it comes from an official source, and possibly only from a male one at that.