I think you did the right thing too. I quit drinking and so did my husband for a while. He's back at it. It's so incredibly stressful trying to maintain my sobriety with him drinking. Disappearing. He makes the I want to kill myself threats too.
Don't count out your marriage just yet. Work on your sobriety first. Then reassess. Whether you wish to think it or not, you are losing your wife one way or another if she continues on as she's going. I know you are stressed. Take a deep breath, take a step back and work on healing you. Trust me. I have 16 months sober time and I've had a hard time lately keeping focused on staying that way.
You can do this. You did the right thing. One day at a time and don't borrow trouble.