You have rights, too. Call a women's shelter and I'm sure they'll provide the answers you seek.
The beauty and curse of living in the digital age is that nearly everything is documented in one way or another.
I recommend developing a journal of items that demonstrate his lack of character and speak with professionals about the effects his actions will have on the children's future.
These things are expensive, so you'll need to raise money. Visit www.giveforward.com to create a profile and tell your story.
Get it out in the open on EP and any other forums you belong to. With luck and perseverance you will see the donations coming in to support your cause.
He cheats, he threatened to sue you, he threatened your life. So he doesn't love you and he will never love you. You're still young so you really NEED to quit him.<br />
Don't do anything illegal, it's very dangerous especially if you're a foreigner - it's sad to say, but it's true.<br />
But your main goal is to leave him, with or without kids. Let the judges decide who will keep the kids, but no one can compel you to stay with him.
What country are you in?
I'm wondering if you could get "proof" of his cheating and then file for divorce. But I know nothing about the laws in Italy.