You are in danger. If that doesn’t motivate you, your child is in danger. The fact that he keeps a loaded pistol  on his person, regularly threatens suicide, and apparently comes from a family who clearly has given him a tremendous sense of entitlement is terrifying. 

Absent a custody order, either parent can take the child. That’s not kidnapping. Do you have family? Can they buy you a plane or a bus ticket to wherever they are? Look into domestic violence shelters and organizations near you. Contact them and discuss options; they can help you make a plan, even if you don’t go to their shelter or use their service. 

His parents are not your allies. They will never be on your side. Don’t trust them. Don’t tell them anything. If going there keeps you and your baby safe in the moment—fine. You lie your face off to them. “All I want is for us to be a family.”  

Get out before this gets worse.