Here is the list for all of Arizona, including Tucson of the Domestic Violence Shelters in the state: (scroll down, list is alphabetical)
http://www.phoenix.gov/COURT/resclist.pdf
Yes, what he is doing is DV. DV is not necessarily physical, but can be emotional and mental and be a DETRIMENT to your health. Please start calling them, find out how they can help you and your daughter, and take YOUR car when you go.
Most shelters have counseling, legal help, housing help, medical help, and any other help someone in your position might need.
Love and hugs,