My fiancé is emotionally abusive

Ive been with him ever since I had just turned 16, and I’m 19 now. He’s all I’ve ever known for 4 years. He cheated on me for almost 4 months straight a little less than 2 years into our relationship. He lied about me to this girl’s whole family and said horrible things about me that weren’t true. I had waited & waited for him, and I excused his behavior as “Hes just not in his right mind right now, he’s never ever treated me like this”. I was only 17 and naive, that should’ve been the first red flag but I just didn’t see it. Fast forward 2 years later, hes been treating me like shit pretty much ever since he cheated on me, and I’ve stayed and stayed, trying to make it work for so long. We have a 5 month old now, I’m pregnant again and it’s the worst it’s ever been. He’s punched several holes in the walls, calls me probably every name in the book, he told me he understands why guys beat the shit out of girls like me, and he’s said that I don’t deserve to be alive or living or breathing and the list goes on. Hes mean to me because I’ve had postpartum depression and I was so depressed that I had no motivation to clean or literally do anything, and he never lifts a finger to help me with anything at all, he never helps me with our baby, he’s never gotten up during the night with him and about 1 week after we brought him home from the hospital, my little baby didn’t sleep at all one night and I was just exhausted so I finally woke my fiancé up crying because I was so exhausted, and he woke up for a second and said “maybe you’re just not cut out for this” and went back to sleep. So I just stopped asking him to do pretty much anything that has to do with my son because that made me feel so bad about myself. I just pushed out this baby and went through the most pain I’ve been in in my life and he’s going to tell me maybe I’m just not cut out for this. He calls me lazy or a lazy bitch almost daily because I’ve been sick with morning sickness and I’ve been in bed or just not doing anything trying to feel better. He’s screams so loud that my little baby gets so scared that he jumps like he’s startled and starts to cry, or a few days ago my fiancé was screaming so loud that my son was scared and shaking. I want to get out of this situation so so badly but I don’t have a job, I have no money, and I’m scared to leave to somewhere where he knows where I am because he’s threatened to take my baby from me, and because of the things he’s said about hurting me. I just feel so trapped and I don’t know where to go because at this point, I don’t even want him knowing where I am for awhile, but I also don’t want to get into trouble for taking my baby from him and have my son taken away from me or something.