Sorry to hear about your situation and as far as your therapist, they are bound by mandatory reporting laws due to them being mandated reporters (which is what they are classified as in the US and many parts in the world). As for what you can do in the interim, is hope he doesn't take more drastic actions and do your best to placate him by convincing him that you aren't in imminent danger. It may/not help (as all therapists and professionals are different), but the best you can do now is to minimize damage and retain as much liberty and rights as possible. If you do end up being sectioned/hospitalized, I would suggest complying with their orders and not try to argue too much in order to make your stay as short as possible.
Yes, it sucks, but since your secret is out (as the therapist knows already), all I can say now is to minimize damage and then once you are off the hook, not to tell anyone else (especially another therapist - since the vast majority of them will be similar to this guy - deception, lies, softening up, and then once you leak out your secret/beans, they use that information against you - via risk assessment, threat assessment, and/or filed away in a database.)
I do second @TheGoodGuy here as the patient confidentiality doesn't truly exist, at least in the sense that we are expecting. It may be confidential against strangers in the streets and other third parties uninvolved, but as far as government and medical records within the legal system, medical system, and what not, it's open for them. Also, iirc, in the US, a judge can subpoena a mental health professional for records in court of law, which overrides doctor-patient confidentiality.
