sorry that you're going through this. I feel that he's lying to you and making up stories of "immigration" talking to him. He's trying to scare you, which you should also add to your vawa petition, that is how his behavior made you feel (not legal advice but I felt this way too when my ex-husband would threaten to cancel immigration every time we argued). vawa is a long journey but focus on getting yourself to a safe place and then take it one step at a time. hope all goes well for you!
also, I want to suggest you remove the screenshots after a while. This is a public forum and if he ends up on this thread, he'll know who you are and all your posts afterwards too
others, feel free to comment if you think I'm wrong somewhere