I deeply admire you for your steadfastness in such a horrible situation.
I can only tell you that I would leave. I would also take the death threat very seriously, and in that regard I would have my boyfriend convert...if only in appearances. In this way, you would not have to live in fear and you could not only protect yourself, but your family as well from doing somethng that all would live to regret.
I left my family behind many, many years ago for reaons far less severe then yours, and it is a lonely path. I understand your reluctance, but I would rather face death and loneliness than a life without freedom and having to live a lie by pretending to believe in things I don't believe in...and shouldn't believe in ... and be forced to marry someone I did not love or desire. That would be unthinkable for me. For me there would be no crisis...only action.