A difficult place to be. ?
You do not mention friends or family. Could you build in regular meet ups ..just for a change of scene? Did you have shared activities before DH retired..going to the pub, walking etc?
As others have said your DH does sound as if retirement has left him in identity limbo possibly causing a degree of depression. Whilst it is important for you to have your own social activities it would be helpful to find at least one you could do together. Would he do an afternoon at the pictures with you..out of the house, something to talk about maybe a bite to eat on the way home or a take away. Try all options before considering if leaving is your only option.
Parents-in-Law. What do/did you call them?