I have an extremely low tolerance for suicide threats. I grew up with both my parents using that as a means of emotional manipulation. Throughout my life, the people I've known who actually killed themselves just did it. They truly wanted to die. There was no "threat", they just went ahead and ate a bullet (mostly military related, so that was the method of choice. Quick, sure and readily available).
If he threatens suicide, call your local emergency services and let the trained professionals deal with it. If he is actually suicidal, he will get the help he needs. If not, he will likely stop the empty threats (with you at least) because it will no longer be an easy way to get what he wants.
I was with my alcoholic ex (also father of my youngest son) for five years. I understand the ties that bind. What helped me a lot after leaving him was to start attending Alanon meetings and doing individual therapy. Those two things have helped me gain perspective and start healing from all the abusive crap I've been dealing with all my life.