Hi Sweet,
It breaks my heart to read your story, and as difficult as it may be, I encourage you to stick to your decision. As a man married for 27 years to a CG, I can tell you it is a living hell. I am somewhat lucky that I have enough money to absorb the losses (for now), but it still hurts alot. On top of the gambling, my wife also had affairs with her fellow gamblers that she met in the casino.
I would recommend saying goodbye. He may threaten suicide, but this is not your responsibility. I paid (and still paying) the price in stress related health problems for my mistake. There are many other fish in the sea, and time will heal the wounds you are feeling now. Be strong, and don’t be in a hurry.
Take care