So sorry you are feeling down.
Now..for some reality. You wouldn't be killing your children if you leave him. Honestly. Kids will often push back against changes from what they are familiar with. And that's ok. Because they can't anticipate how things will improve over time in a new environment.
Also...think of this: How much better for your kids it will be for you not to be so sad and depressed. This is very real. Your life matters, and your kids would benefit from your well-being. Please know that you don't have to feel empty forever.