All replies are right and you have to take a note of it, but I would try to talk to the husband first, despite all his "strong" personality. You have to stand up for yourself and know your rights as a human, and what is the most important, as his wife!
First, you have to declare that since the day you became his wife you have as much right to say in this marriage as he is and despite the fact that you don't work you have a right to make financial decisions. If he wants to make it hard way, he'll get it but in this case he will have to pay you a spousal support wether he wants it or not, because he signed sponsorship form and has to support you for 3 year after you have obtained PR. The fact that he lives in UK in the moment doesn't wave his responsibilities as a Canadian citizen and sponsor of spouse.
You also must demand your passport back from him and make him acknowledge what would happen if he refuses to comply.
If he decide to put his hands on you out of rage - call police; if he won't give your passport back - call police.
Usually police can direct you to proper social worker to help your cause or you can find it yourself online.
It also may happen that he will back up for a moment cause you have pointed out the results of his actions, and problem with passport and the rest of bullsh*t he told you about eliminates on itsown.
Anyway, despite the result once you have got your passport back buy a ticket to Canada on the nearest date, and rent some place to live through airbnb or other sources at once. Don't mind if bank account would become overdraft - not your problem anymore.
Once you are in Canada (depends on province) do seek social and legal help to build the case and apply for divorce.
He wants you back in your homeland just to avoide complications after divorcing you. He simply doesn't want to pay you sposal support even though he must! He suspects that the law won't reach him from the place of your origin, that he can walk free without consequences. Won't let him do it to you!