If I remember correctly, it seems that you've made a post about this a while back, too, right? I'm sorry to hear that things haven't improved since then.
As far as divorce and being a sin - I struggle with this topic because I was raised Church of Christ and the way they deal with it is excommunication of both people involved in the marriage (even if one of them wouldn't comply to sign the papers right away). I have seen this hurt more than help so I'm on the fence about it and probably can't give good, Biblical advice regarding this.
What I do know is that if it is an abusive marriage and you and your kids are in harms way and your lives are being threatened then definitely get you and your kids out of there.
I understand what it's like to be crying and hurt by what your spouse says or does. He shouldn't be making you feel guilty or threatening to leave - there's generally a reasoning behind this. Why would he threaten to leave? Just an empty threat because he's upset? Frustrated things aren't as they were at the start of your marriage? Is he hoping you leave him first because he's trying to hide something? There's probably a reason why he says that, it is a type of emotional abuse to keep threatening that. That's not nice for him to be.
Anyone can change, but it's the person that must want and accept that change to move forward. If someone chooses to be who they are and they don't want to change, there's no forcing it.
I know therapists are expensive, but have you considered perhaps a Christian family & marriage therapist? Maybe there's one in your area or one that can meet over webcam?
I wish I could help more, I hate only being able to say, "I'll pray for you," but that's generally the most we can do over the internet.
Your options are to stay and fight for your marriage or to leave. The choice is ultimately up to you.
Is there a time where he's more mellow, down-to-earth, and calm? While it might be hard to find that time when the kids aren't around, perhaps try to sit down and talk? I'm sure you've tried this and and from what it sounds like, very hard. Maybe make it seem like it's on his terms? "I want to talk with you, but tell me when a good time is to talk. Let's schedule it so we can both take some time to chat." or make some rules about talking, if you both want to solve the problems - both make rules about no yelling/arguing, no absolutes ("you always"/"you never"/"every single time you...") and to take a time out if tensions get high, but return and finish the conversation.
When is the last time you had a date? That can be hard to do when kids are in the picture. My husband and I are often reluctant to have anyone watch the kids, but people offer so we can have a date, they want to see us succeed in our marriage. Going out somewhere fun like reliving your first date together or picking somewhere you both like or something fun the both of you wanted to do, but never got the chance to may break the ice.