should I stay or go?

I'll try to make this as short as I can. Me and my sons father have been together 2 1/2 years now and our son is 9 months. We recently moved to a new state to try to focus on our relationship and build our own family without having inlaws interfere. But for me something is just not right. We can get along fine for about a week then it's back to arguing. He talks to me as if I'm under his control. Just two week of us moving we got into a fight and he tells me he's going to kick me out or treat me so bad that I would want to leave myself. Keep in mind I have NO family or friends here. I sold my car before moving here. I'm not working yet. So for him to say those things knowing he's the only one I have here really hurt me. My older sister happens to move here too so that made me feel a little better. But we got in another fight and he tells my sister he doesn't want her coming to our apartment at all once again knowing she's the only person apart from him I have here. Our relationship is unstable. I'm to the point of wanting to move back. But apart of me wants to work it out. I want my son to have both is parents together. I don't want to seem like a failure. I've been praying for god to show me a sign or help us get back to where we were, but I'm getting closer and closer to the edge.