My husband is sending message after message that if I don't come home with his son (our son). He will call the police and report that I have kidnapped him.
Reality check... He's huffing and puffing as far as the legal consequences so it's mostly hot air, his sense of emotional entitlement and need to demand and control. As your DV shelter counselors and even the police would probably tell you, as parents and as husband and wife, you both
have equal but unspecified
rights as parents. The police won't force you to go back. The police won't force an exchange since there is no court order specifying a parenting time schedule or exchange times and locations. The police won't declare an Amber Alert on you, not without reasonable cause. Yes, if he calls them, they may try to do a 'welfare check' on the children to make sure the children are okay, but most likely that's it. Yes, it could become very sticky and complicated if your spouse starts making false (legally: unsubstantiated) allegations.
If your spouse is willing to start meaningful therapy, make meaningful improvements and walk that path toward recovery, there is hope for the marriage. If not... then it's time to investigate your legal options. You not only need to feel safe for yourself, but also ensure the children are as safe as circumstances allow. If you don't feel safe, even part of the time, then you need to protect yourself - and the children - with long term solutions.