Second of all, children act completely different around people who are not their parents. My DD does not need BM or soothing to sleep at daycare, but she does at home when I'm around!! It's just the way kids are. They have higher expectations of their own parents than they do of other family members and caretakers.
And his threatening you with remarks like your daughter "not having her father in her life" is completely distasteful and unhealthy. In the event that you get a divorce, God forbid, it would be HIS responsibility to continue to be a big part of his daughter's life. He can never blame you for not being man enough to maintain a relationship with his own daughter. Him saying that, IMO, signals that if he can't have sex with you, he's going to drive himself out of his child's life "to show you." Does that make sense?
Please, consider my thoughts only with a grain of salt. I don't know your situation and I wish the best for you in your marriage. I don't believe in divorce. But I just wanted to put my two cents in here.
Good luck, mama.