resentment towards SO

My SO has some controlling issues and really bad anger problems. He feels like everyone is out to get him. I've suggested therapy and anger management but he doesn't feel he has any issues. I even said that I'd go with him but any time I bring it up, it goes extremely bad. Whenever we argue, it's over something extremely petty and not even worth arguing about. And his tactic, that he's verbally admitted to, is to make me hurt as much as possible. So when we argue, he says things that he knows are going to hurt me and break me down because (his exact words) "I want you to feel hurt if I'm mad." This is every argument. Every argument he says things that he knows are going to make me cry, break down, or shut down (not talk to a few hours) and then that's another argument because "I shouldn't have taken it that way because people say things they don't mean during arguments." I've never said anything 1. Hurtful to him or 2. Something that I didn't mean in the middle of an argument because I'm already a sensitive person and I'm so logical at times so I know what to and not to say even if I'm upset. Well, we've had a good 30+ arguments in the past year that have led to me breaking down over things he's said so that he can "make me hurt" and it's caused me to build up a very strong sense of resentment towards him. I'm actually in therapy (alone) trying to work through this because we're expecting and I want it to work (he was this way before we got pregnant too, I guess I thought it would get better over time). Whenever I break down the wall and I feel like we're finally where we can talk and just be cool..which sometimes lasts for a good 3 weeks...bam....argument over something stupid and the mean things are being said. It's gotten to the point where I'm not happy because I never know what to expect anymore. I've talked to him about it and he says he understands but his actions don't show it. If I'm having a bad day (because of how awful this pregnancy has been) he thinks that I'm just making it up so I won't have to have sex with him or something...I don't know how I can make up throwing up over and over but ok. I just hate that I resent him so much now because deep down he's a sweet person but he doesn't understand that the mean things you say, whether you mean them or not, that stuff adds up and it's been tearing me apart mentally and emotionally to the point where my therapist wants to see a psychiatrist and he still doesn't understand. I want it to work and I'm willing to hear advice, good/bad, stories, and opinions on at what point should I say forget it? Thank you and I'm sorry this is just a long post but I am desperate and hopeless.