ANSWER:
Whenever he does such a thing, you should make him feel that such a threat is not going to pass well by giving him the silent treatment where you show him that you are hurt and not willing to let it pass, though you are doing all of your chores as usual by cooking and cleaning and taking care of his needs but without talking to him or dealing with him like usual so that he feels for few days or weeks that you are hurt! Whenever he gets into a good mood and wants to discuss things from his own self with you, this is when you tell him that you are hurt and feel resentment due his threats of divorce which made you not interested anymore in such a marriage.
He threatens this only when he is mad or angry but this is not a legitimate reason to do so! Therefore, he must feel the impact of such a word and threat on you and your life.
You need to be very diplomatic and patient in dealing with him over this.