He may be schizophrenic, or something else. Nevertheless, it does sound like you are in a really bad and increasingly dangerous situation. I agree with everyone here who has said you should get out now. Even if it's just to a neighbor so you can make calls without fear of him catching you. or go to the police station and ask for assistance. Plus, I don't think it would be your state's Welfare office that would help you although I'm sure they can refer you to another agency.
Go here to find a safe house or women's shelter in your state:
Another helpful, informative website:
And if you know where he keeps that gun, before you leave, hide it somewhere he can't find it!