I am praying for you and your children. I am also praying for your SOON TO BE EX that he gets the REAL help he needs and goes back on his meds. You should absolutely get in to counseling and your children will need it too, if not now than at some point. I was in a VERY abusive relationship. When I started going to Church and accepted Jesus in my heart, he tried to cheat on me with a close friend. She didn't and told me about it, but he still tried and he did it when I was at Bible study. I didn't leave though. I stayed and was abused for almost another year. Finally, I HAD ENOUGH! I was in a position as a role model to several young women and I did not want them to think his behavior was acceptable. I also did not want to die.
After I left, we went through the "I will change, I will get better." He started going to church all the time. But, for me, it was over. I had been down that road with him before. He did stay in church and is now married with a beautiful son. I thank God for that. But, he could NEVER undo all the damage he did. Maybe, some day in the FAR future, your husband (soon to be ex) will be in a better place. For now, you need to take care of you and your children. It is probably best for him to be on his own and REALLY work on himself and his relationship with the Lord. AND, IF YOU BELIEVE HE WOULD KILL YOU, AND I WOULD BECAUSE OF THE WAY HE TALKED TO YOU ABOUT IT, YOU NEED TO GET HELP. LEGAL HELP. See if there is a way to change your life insurance so NONE of it goes to him. Get a restraining order so one, if he does come near you the police can take him away and hold him for breaking the order and two, so there is a paper trail.
I don't know what State you live in, but I do know of some organizations you could get help from. Let me know if I can do ANYTHING to help.
~God Bless