Hi, R.,
I'm so sorry you're going through this...
First Step: Just put the fear of him taking her out of your mind and DO NOT be scared by his empty threat. He's pulling a (weak) scare tatic on you. What he's 'demanding' is completely hyrocritical. If everything is as you say it is, IMO, no court in their right mind would give him complete custody out of the blue and take her away from you. They're not going to take a child out of their loving, functioning home just because the child is being reaised by a single mother and allow her to be shifted across statelines into a home with two strangers who she's never had real contact with just of because of his shared DNA with her and he's getting married and that's going to be a real 'Mom & Dad' unit - not even in conservative ol' Virginia.
Second Step: Go see your attorney (or find one) and get your bases covered legally - they're not only going to give you better advice than any of us on here could give you, but they're going to give you the legal guidance to actually deal with this creap. Stand up to him with your counsel and say, "Try Me". Please don't take offense, but he sounds like a pathetic loser and knows how to push your buttons. Do Not let him.
All the Best & you're going to come out on top,
J.