Does emotional abuse such as threats and insults count as domestic violence?

Yes — in Malaysia, the Domestic Violence Act 1994 (as amended) recognises emotional, mental and psychological abuse as domestic violence, alongside physical and sexual abuse.
Examples include threats, constant insults, isolating the victim from family, excessive control of money, or threatening divorce and taking the children in order to frighten. From the Shariah perspective, all of this contradicts the command "live with them in kindness" (4:19) and the prohibition on harming one's wife (2:231). Victims can make a police report and apply for a protection order. Keep evidence (messages, recordings, witnesses) and contact the police 999, Talian Kasih 15999. See Nushuz & conflict.