Hi Shelley
Im sorry you have found yourself in this situation but glad you have come here for support.
I am the compulsive gambler in my home, I have been clean for a while now and I totally understand your frustration with your husband.
If I may, I would like to give you my insight from my experience (we are all different)
I have to say, im not sure if any reaction will be taken in any way but a personal attack by your husband.  I know this because after my binges I would be ready for the onslaught from my husband.  Ready with lies to cover my tracks.  This addiction is insidious.  I was once told to imagine my addiction as a snarling beast on my shoulder, whispering enticing thoughts to me to gamble.  Once I separated the addiction from myself I guess it helped me see that I was still the same person I always was, but had been controlled, for want of a better word, by this monster that had taken me over. 
So, to answer your question,  I guess you have to think that any conversation you have with your husband about his gambling, is not actually to him, its to the addiction.  Because its the addiction that will answer you.  Im not sure if im making sense or not.  I do know that my brain was so consumed with gambling, when to gamble, how to get money to gamble, how to cover up my losses so that I could gamble again that no other thought/conversation could enter my head.  It was only when I stopped gambling that slowly my mind freed up for other things, normal things, day to day things.  To say I missed a lot of my childrens growing up is an understatement.
I think all you can do at this point is protect yourself, your money and work on your recovery.  Making threats wont work unless you are prepared to go through with them.  Screaming and yelling will just feed the addiction and give your husband the reason to leave and gamble again.  Don’t enable him, perhaps taking control of your life will show him, and the addiction that you will not live with it in your life anymore. 
My favourite saying is that we are not responsible for our addiction, but we are responsible for our recovery.  The first step, however must be taken, and that is to admit we are powerless over gambling.  I hope your husband gets there. 
Remember though, you are important, this is not just about him and what he is doing.  It is affecting your life, and that makes it a problem.  Do what you can for yourself.
I wish you all the best Shelly.  Keep posting here, it really does make a difference.
Love K xxTo live, that would be a great adventure – Peter Pan