How long has he been in anger management? I have no experience with that, but I am curious why you think counseling would help but AM groups won't.
If you want to give your marriage another chance, I suggest a separation and counseling. He needs to know that his inability to control his anger will result in negative consequences for his life, and you need to talk to someone about what's going on. If you want your DH to go to counseling, make it a requirement for reunification. You might also look for therapists that specialize in military families, as they have their very own dynamic and set of mitigating circumstances.
If what you really want is to leave your marriage, I don't think anyone will hold it against you. The life you're living is not healthy, and quite frankly is ripe for escalation of abuse. You've got a long life ahead of you, and it's supposed to be one of joy and happiness - not fear and anxiety. If you do leave him, I suggest counseling for you too. Women who have been in an abusive relationship are very likely to find themselves in another abusive relationship on down the line. You will need to identify within yourself what you can do to avoid men like this. You will learn things like the difference between being supportive and being an enabler, being compassionate and being vulnerable to abuse.
Whatever you do, DO NOT HAVE CHILDREN WITH THIS MAN until he has his issues firmly in check, and is under the supervision of a therapist. Children only amplify untreated psychological issues. They will either end up with his rage or your fear. Plus, they will likely become a pawn he can use against you should you ever decide to leave him.
I think you know what you really want. I hope you find the strength to follow that. Best of luck to you.