No need to worry at all.
1. First try to loadge an FIR against your husband for Sec 498-A & 506 of the IPC. The police officers are under a mandate/duty to register the FIR. IF the local Police station doesn't listen to you - then send your written complaint via Registered Post to SP/ACP of your area,( Provide you proof of Complaint to Pollice) and if that also fails to give results - you can approach area Magistrate for a direction to register FIR u/s 156(3). In matrimonial cases - normally after receiving complaint a woman is referred to the Women Cell of her area where Husband and his family members are called - and an attempt at reconciliation/settlement - for or against marriage is made. If the matter fails to settle then, your husband will face the criminal trial. He will be sent to the judicial custody and is required to get bail from the court. You can request the court put a condition of not interfere in your life till the matter is pending in his bail order. If he violates that condition by threatening you etc. then his bail may be cancelled.
2. Secondly, file a complaint under PWDV Act – 2005 and you can get protection order and restraint order against your husband. Violation of this order makes him liable for the punishment provided under the Act. The main difference between FIR and DV Act is that proceeding under DV Act is Quasi criminal in nature mainly aims to provide effective & fast preventive relief to the victim of Domestic Violence. The offending party is not send to custody unless he violates any of the preventive/ protection order passed under this Act. As he is still giving threat to you, the offence becomes a continues one and you are fully entitled to get the benefit of DV Act and not barred by one year limitation.
3. If you successfully contested the above cases, it will provide you a clear defense in any divorce proceeding case if filled by your husband against you on ground of desertion on your part. In this case you will be justifying staying apart from your husband on basis of cruelty by your husband.
4. You have already given the complaint in the Women Cell of your area, now they call him in the police station and try to solve the matter by reconciliation/settlement in your presence. In future, it will also help you in both of your case if you choose to file.