Em, I would suggest at your earliest opportunity, to seek legal counsel and share what has happened. Best guess is he can not hold what might be your personal property (by law) from you. Also, those threats are far beyond acceptable.
I understand the two of you are from military families, I hope you don't think that this type of thing is acceptable.
For your own safety, it may be appropriate for you to go completely dark on him at this time and let the courts handle all things regarding the two of you, for now.
