What's the best course of action to take in this emotional abuse situation?

Hello everyone… I have a six-month-old baby and her dad and I have been together for 2 years. I am 19 and I lived with my parents until 4 months ago because I didn’t want to move out until my then fiance could find a steady job. We had a ton of relationship problems at the time when I moved in with him but I just focused on all of us becoming a family and getting out of my parents crowded house. Well then he insisted on us getting married but I wanted to wait because I wanted to have a real wedding with family and friends and I knew we still had some issues that I wanted us to work out first. But we kept fighting and he kept getting mad at me and went ahead and made plans for one and would not let me back out. So I finally gave and we got married because I thought then the fighting would hopefully stop. But it didn’t, and now his new plan is to move us all to Texas. He applied to college there without even asking me about it. I don’t want to move to a place that I’ve never been, so far from everything I know and with someone I don’t feel happy and safe with. He has emotionally abused me almost from the start of our relationship and then it turned sexual then physical, and it keeps getting worse and worse and I’m afraid. But now I don’t know what to do, because he says if I leave him he will take our daughter to Texas with him. I don’t know if it would be better for us to stay at a women’s shelter or go back to living with my parents. I feel ashamed, lost, and scared. What do I do next?