Would you have sued your job?

So I left my job a few months ago before I got pregnant and I was able to collect unemployment but it only lasted a few months...

Now no income and couldn’t find a job we are struggling 😔

I left my job because I worked for this young owner (he 25-28yrs of age) and he just thought he was “The Shit” even tho I ran his job and helped them out sooo much...

I finally had enough when he grabbed his gun and slammed it on his desk with a bag of money (left like he was going to handle business but in the wrong way)

I was so scared and took my things and left...All I could think was gang related stuff and was scared if he went to go do something and someone come back to the office and do something to us so I quit and he approved my unemployment (probably scared of what I could have done???)

Was I wrong for leaving? Should I sue since I’m not getting any help now and it’s hard to find a job while pregnant?