I really want to leave..?

[Lily]

Hi, I've been in a relationship with my fiancée for 4 years, I am 23 and he is 38 and a single dad of 2 kids.
For the past year I have been deathly unhappy in the relationship.
He has become unreasonably controlling over the past 2 years, I'll give you some examples.

He wouldn't let me go to my families Christmas meetup or go to any events without him.
He made me close my Facebook account and sell my iPhone because he doesn't like to see me spending so much time talking to my friends and accused me of cheating on him with every one and even sent them texts asking if I was engaging in sexual activities in them.
Also because I posted a picture on Facebook and one of my friends told me I looked pretty.
He sets out what I should wear every morning and made me get rid of any clothes he deemed too revealing because he said I'd only wear them to impress others and he doesn't like other people looking at his girl.
He demands sex from me every night even if I feel ill and accuses me of cheating and not wanting him if I say I just don't feel like it.
I go to college, and he makes me text him at every break and if I fail to do so he accuses me of having sex with one of my classmates and not valuing him.

I tried to leave him in the summer but within a week of me leaving him he OD'd on sleeping pills and had to have his stomach pumped and tells me if I ever cheat on him or leave him he'll do it again and then his children will have no Father and I will have to live with that.
I DO love him but I am so unhappy and feel so trapped.
How do I leave him without him doing something crazy because I don't think I could live with myself if that happened.

Please excuse my spelling, I hate typing on library computers.