All perfect praise be to Allaah, The Lord of the Worlds. I testify that there is none worthy of worship except Allaah, and that Muhammad is His slave and Messenger.
The divorce given under compulsion does not take place and we have already clarified this in Fatwa 85014 and explained the coercion that prevents divorce from taking place, like when a person is threatened that his wife or relatives will be harmed, and of course he will be harmed by them being harmed.
Therefore, if the situation is as you mentioned that your husband was threatened by your father that he will kill his mother and brother, and he predominantly thought that your father will carry out his threat, then this is a considerable coercion by which divorce does not take place.
On the other hand, writing the word divorce is considered among the metaphors of divorce, so divorce does not take place by writing it unless one is determined to initiate it by writing it. For more benefit, please refer to Fatwa 90056.
With reference to the above considerations, both of you are still considered as husband and wife, so if your husband wants to keep you, he may do so within reasonable terms and if he wishes to divorce you, he may do so as well. However, it might be that him divorcing you is better since the problems have reached this extent, especially that he did not consummate the marriage with you yet; this means that divorce now is easier than after the consummation of marriage.
Finally, it should be noted that it is not permissible for the parents to order their daughter to ask her husband for divorce without a sound reason and the daughter is not obligated to obey them in this regard. For more benefit on the limits of obedience to parents, please refer to Fatwa 84942.
Allaah Knows best.