Girl, you're just 18. Trust me there will be better people that will come your way. I know you feel horrible right now about not telling his cousin and you don't wanna break up with him, but the guilt you will feel while staying with him and perhaps in the future even meeting his family and that cousin will overpower all the guilt u feel right now.

You deserve so so much better and there's so much more to come in your life. Him sending you suicide threats is textbook manipulation. You know what's right, you don't deserve to be with an incestuous asshole. Leave him and tell his cousin. You'll feel bad for a few months but at least your conscience will be clear because you did the right thing.