It is very important for you to NOT go into couples counseling. In a relationship such as yours, where your partner sounds controlling, and possibly manipulative, information that you share in counseling (in what you feel is a safe and trusting environment), may become information that he uses against you in a battle / argument or - worst case - in court.
His threats are very typical of an emotional / psychological abuser - - using the kids against you, threatening to have them taken away, controlling who you see and when you see them, making threats about money and property.
What recourse do you have? To protect yourself and your children and to turn your awareness to his abusive behavior. The abusive behavior will ebb and flow - - sometimes he will be sweet and loving and tender and other times he will be more volatile and unpredictable. **Watch for these patterns** and then make yourself mindful of the language that he uses towards you - - blaming, accusing, placing the burden of guilt on you.
There are many hotlines out there where you can **talk to a supportive and caring professional.** The best is the National Domestic Violence hotline 1-800-799-SAFE (7233). They will be there to remind you that you are a good and caring parent, as well as a strong and positive woman. They will not pressure you to make decisions about your relationship, but will be there to allow you to vent and reflect and to choose whatever next steps feel appropriate to you and to your circumstances. Above all, your call will be confidential and untraceable.
Remember, you are not alone.
[context: I've worked in training and communications in the family violence prevention field for about 15 yrs including for the City of NY]