My dad scares me?

When my dad gets annoyed or displeased in any way, he yells, and makes me feel like an idiot. Today I asked my mom where my lunch box was, and she pointed, and I was looking around where she pointed and said "where?" because I couldn't see it. My dad started yelling, "why is this so hard for you? Do your job!" in a really annoyed voice. He once started yelling because I forgot to put away my bagel stuff after lunch, and when I apologized, he said "No! That's not okay! What the f.ck is wrong with you?!" It was and honest mistake, and I'm afraid of making him annoyed in any way because he yells so much, half the time that's the only time he talks to me, when he yells. I have really bad depression and he knows that, and yelling is one of my main triggers, which he also knows. Every time he yells I have to try really hard to not burst into tears, which would cause him to yell at me more. Every little thing I do wrong, I get yelled at for. Another time I used a paper towel to clean milk that I spilled, and he called me and my brother little bastards for wasting his hard earned money on paper towels, because I used one whole instead of tearing off a little piece. Every time I spill milk, he yells that a 5 year old can do it better than me, and why can't I do such a simple task? He's done this ever since I could remember, and I honestly am afraid of him. My mom said it's because he's having some issues with his father. My therapist asked why my mom didn't stand up for me, and she said because he would yell at her too, and it would get nowhere. I'm 13. I was just crying for half an hour because he yelled. Again. I don't know what to do. Help?
It might not seem like much, but anyone yelling at me ever always makes me cry, I'm too sensitive, oops.
 Note: he has never hit me, but he has thrown things. Not often, but there was a stool in the way of the door once so he threw it at a wall and it left a hole. When he does throw stuff that's usually what happens. He has threatened to hurt me but never has acted on it.