Fiance Says He’ll Take Kid If I Leave Him

I recently found out I was pregnant (23 F) and things haven’t been going well between me and my fiance (22 M) recently I told him I didn’t think we were working out and he got so so mad telling me to get out and never wanting to see me and saying things afterwards like he will get custody of the kid when I have it because I am being unfair in keeping the baby then he apologized and pleaded for me to stay right now I am afraid to leave that I will lose the baby when I have it he has done this getting mad over and over again then apologizing he’s left me and taken off in his car not responding for hours or telling me where he’s going he’s also threatened to hurt himself if I leave can he really take the baby? My parents are on his side and won’t take me in either what do I do? Do I stay so I don’t lose baby?