First of all, put the shame and embarrassment away for multiple reasons - 1) They are not useful emotions, they accomplish nothing for you and 2) you have nothing to be ashamed of. By keeping it a secret, you are giving it power over you.
Please do not close on a house next month. It will greatly complicate things and cloud your decision-making.
If you go back right now, understand that there will be a honeymoon period. He will be sweet, attentive, etc. But the cycle is already there and it will continue. These outbursts are not going to end.
You mention that you went to your parents house after he broke down the door. Have you talked to your parents about what's going on? You might be surprised how much weight it takes off your shoulders if you can share what you are going through.