Husband Threatened to Leave, Don't know what to do

[Mimi00]

No you're not being annoying, you are a concerned wife.

I don't know if this is helpful, but maybe you can say something to the affect of

"H, I don't mind you going out for wings/hanging out with the guys, but when you come come at 4 am it makes me feel (fill in the blank). Is there any way we can come to a solution that we both feel good about concerning this?"

or

"H, I appreciate how hard you work to sustain our family, when you're gone many nights a week I miss spending time with you. What do you think about going out once a week w/o the kids?"

What ever you do, just try not to make it an attack on him/make him feel like the bad guy.