You need to leave as soon as you possibly can. You are in an extremely abusive relationship and it is damaging your DCs.
Being brought up in this environment will do a hell of a lot more damage to them than having divorced parents. The true test of a relationship is not how good things are when your partner is behaving well - it's how awful things are when your partner is behaving badly. This sounds hellish. The nasty behaviour is the true man; not the good stuff. Plus he drinks, take drugs and there are weapons in the house. Decent men do NOT behave like this.
Do NOT discuss it with your partner or his family. He is an abuser and his family are permitting this behaviour. They will try to stop you leaving.
As PP have said: could your elder DCs' father have them for a few weeks so you can plan to get yourself and your other DCs out? Would their father help with this or would he make difficulties in you getting your DDs back?
Women's Aid should be able to help you and there is also very useful information on their website: www.womensaid.org.uk/the-survivors-handbook/ , including what to pack if you are fleeing an abusive relationship.
www.womensaid.org.uk/the-survivors-handbook/making-a-safety-plan/#1447926965295-8f67f8a6-62c7
What to pack if you are planning to leave your partner
Ideally, you need to take all the following items with you if you leave. Some of these items you can try to keep with you at all times; others you may be able to pack in your “emergency bag”.
Some form of identification
Birth certificates for you and your children.
Passports (including passports for all your children), visas and work permits.
Money, bankbooks, cheque book and credit and debit cards.
Keys for house, car, and place of work. (You could get an extra set of keys cut, and put them in your emergency bag.)
Cards for payment of Child Benefit and any other welfare benefits you are entitled to.
Driving licence (if you have one) and car registration documents, if applicable.
Prescribed medication.
Copies of documents relating to your housing tenure (for example, mortgage details or lease and rental agreements).
Insurance documents, including national insurance number.
Address book.
Family photographs, your diary, jewellery, small items of sentimental value.
Clothing and toiletries for you and your children.
Your children’s favourite small toys.
You should also take any documentation relating to the abuse – e.g. police reports, court orders such as injunctions and restraining orders, and copies of medical records if you have them.
However, if you are in immediate physical danger, you should just grab your DCs and go.