For you to accept this behaviour you probably have low self esteem or worth. I guess you have to ask yourself if you want this life anymore and for your children to witness the effect it has. I would suggest you make a plan, involve your family and other trusted people, tell them you want to leave him and see if they can put you up so you have a safe place to go... then you set a date and time e.g when he's not there and then you go. No contact whatsoever and ensure he can't find out where you are.
Having a plan takes some of the fear away so you know what to do... perhaps this low self esteem could be the focus of your therapy because anxiety is usually a symptom of the problem, not the problem itself.
Ask youself if you can see yourself with this guy in 1,2,5, 10 yrs time and how that would feel..