How do I leave?

I 26(f) am engaged to 34(m). It's been 2 years and I've noticed how toxic it's been. He's put me 6k+ in debt, convinced me to use up all my savings, convinced me to take my car off the road, leave a management job to work with him, and is super demanding of my time. I can't go anywhere alone without an argument. He has tantrums and yells to get his way although I've asked multiple times for him to stop yelling as it's a trauma trigger for me. He hears what I say but doesn't listen at all. Things will change for a week or two then go right back to the way it was before we talked. He's got me depressed again and feeling like I have to walk on eggshells around him. He pressures me to help him pay his bills and promises to help me with mine but never does.

Im broke, in debt, and clueless as to how to get out. He's threatened to kill himself once already. How do I leave?