Custody issues are complicated by the fact that your children are in two different states; to enable the court to handle all issues in a single case you can ask him to agree to a divorce in your state or you can file for divorce in his state. If you have to divide issues between states and courts it becomes much more cumbersome and potentially costly.
If there are no assets to divide and you both want a divorce, jurisdictional issues aside, it would be absurd to file in a state in which nobody (no parent and no child) presently lives.
You can expect that you will have to use your address if you file in pro per. You can expect that the custody order will require that you keep each other informed of your addresses and phone numbers so that you can contact the children in each other's custody. (I hope you're doing that.) If you truly are in fear of this person, consult a domestic violence shelter to see if they can provide a referral to a low-cost lawyer who handles cases involving domestic violence.

