If someone says "if you ever try to leave me it will be worse or I'll kill you," at that point, is your queue to leave. You just do it, it's not hard. Sticking around would literally be the definition of insanity, which in that case maybe the crazy couple is meant to be afterall. But, if you're not willing to play an active role in your own future, and allow some barbaric neanderthal to continuously have power over you, then really you have no right to complain.
I wish it was that easy. It's not. A very close friend of mine was in an abusive marriage. It took 6 months of planning to get her out. We (several friends of hers) had to get her completely off the grid and that takes time. New job, new identity, new everything. He followed us trying to find her. By some complete accident of chance, he was in the city she had moved to and saw her at a light. He got out of his car, pulled a gun on her, and tried to kill her. She is alive,he is in jail for attempted murder. It's not always so simple to just walk away from an abuser. Restraining orders are a joke and so is the law most of the time when it comes to protecting yourself from an abuser.