One of the things I learned in Al-Anon, that I really took to heart, was not to make threats I am not prepared to carry out. (Not that saying you and the kids are leaving is a "threat," but it will be taken that way UNLESS it is a statement of fact.)
I feel for you--I felt that calm, cold sense of finality come over me the day I made up my mind to leave. I moved out the day after I told him I would. I went to a motel for a week to pull myself together and find a place to live.
You sound very strong and sane, though. Good luck, it isn't easy, but you have to do what you have to do.
I suggest that you start pulling together any paperwork you need, in the meantime. I moved some stuff I absolutely needed over to a friend's house.
BTW, the suicide threat is a cheap shot. If he makes it again, tell him you don't want him to hurt himself, and how to find the suicide hotline.