I want to leave my husband but have no where to go?

We actually aren't married yet, but we live together as husband and wife and we've been engaged for two years. We have two children together and another one on the way. Unfortunately the children are what is making leaving for me so difficult. I am afraid of going through custodial battles in court because we have already been down that road once before with our first son. We live 3 hours from where our family originated but I have no desire to go back to that area, I have my sister and my mom there, but it's a horrible place to raise children and it's not somewhere I'm not happy at all. Up here where we live now, I have NOBODY, we moved here with each other and that's all I've got. But he's talked about if we separate he's going back down south and I want to go out of state to CA (where I'm from and a lot of my family is) and he's threatened that he won't let me take the kids there. I have no friends or family to turn to for help here. Even my mom and my sister who live south of here can't help because they are living together in a one bedroom apt with my niece. Plus if I go south all hell will break loose again, his mother (my MIL) is evil and manipulating and orchestrated a lot of our problems before we moved away, I would be stupid to move my children back into her line of fire. He hasn't even spoken to her in 10 months yet has already spoken of reconnecting with her IF we separate. I am so tired of arguing with him, it's like walking on eggshells with him. He is very sensitive and always takes offense to anything happening between us, even when I tried to help my son learn to throw a frisbee with him he told me I was being controlling. He has this problem with his ego and I swear some sort of inferiority complex where I'm constantly having to explain my intentions behind something or that he's taken it all wrong, etc. We're in counseling now, but this all feels hopeless to me. I just want to be happy again and for my kids to see me happy, I am noticing that I take my frustrations out on them and it's killing me. We live together, and the house is in both of our names, but he's the only one on the mortgage so I can't make him leave. I also put all my money towards our bills that we live paycheck to paycheck on so I can't really save money. What should I do?