You are courageous enough to know what is good for you, especially for your mental health. So, stop being scared. There is nothing to be scared about. Your parents will get over your decision.
In the end it is your life that must reflect your own happiness, desires and goals. The job of a parent is to love, care, nurture, respect and counsel but not dictate, harm or blackmail their children. It seems to me, you are the adult in this situation and your parents are acting childish.
Yes, they control the money, but money alone will not make you successful in school if you are unhappy. Be honest with your parents, let them know how you feel. I doubt that they both have consensus in disagreeing with your desires. So, seek an honest conversation with them, hopefully with the help of a counsellor.
Be fearless, and go for it.
PS: Your parents also need counselling it seems. It is a shame that disagreeing with them honourably can cause them to create a toxic atmosphere for everyone.