So sorry you are going through this!
If you don't find ways to address it now, it will get worse, to the point that you have no money to do anything.
I would start by going for counseling at a different church, so gossip doesn't fly before you can control it. Don't tell them where you're from. Better yet, pay for a Christian counselor that is not attached to any church. They might have ideas for how people handle the practical aspects of this.
You might consider going to live somewhere else temporarily, so he gets the hint. You might have family in town, or find someone who needs a house sitter, or look into a women's shelter. The huge shift in location is an inconvenience to you, but nothing compared to what you might need to deal with for possession charges, stolen items, dwi charges, etc.
He can change, but he seems to be in a position where he has no interest in changing. He is imposing his whims on your life, and it will get worse. A little drinking is not a problem, but using your money and intimidating you certainly is a problem.