He might be able to stop you moving to the EU country, but he can't stop you moving 5 hours away, to start with at least.
I would go to your family and have that as a starting point.
Leave and go to them 'to stay'. Don't hint that it's a permanent thing. Make it clear that it's his abuse that's caused this, and make this public. Ask advice from police, HV, GP. Basically get as much of a record as you can on his abuse. This will help you fight any move from him to make you move closer.
Once you've been staying with your family for a few weeks, make moves to stay - register with GP, get a place. It is very very unlikely that once you're settled, he will be able to make you move back. He could take you to court to get access, but especially while pregnant, travelling is likely to be his problem.
Then wait and see how he deals with this. Ignore promises to change of course. You might be able to come to a working arrangement and feel happy enough to stay here, once you are a long way from him, especially if he steps up, is reasonable, arranges contact and stops bullying, and shows commitment to your DC. You might then think about moving closer for DC sake if he steps up to be a reasonable dad and co-parent.
What is more likely is that he will either a. not be reasonable at all and be abusive or b. lose interest and move on with his life, especially with such young children.
If the latter happens, you might well be able to eventually negotiate with him to move to your parents, e.g. by agreeing on regular visits that you fund and waiving maintenance. I've known someone this worked well for. She knew, though, that she wasn't taking DC away from a loving dad, but a lazy, mildly abusive, and completely uncaring one.