All perfect praise be to Allaah, The Lord of the Worlds. I testify that there is none worthy of worship except Allaah, and that Muhammad is His slave and Messenger.
It is not permissible for a wife to make herself forbidden for her husband and it is not permissible for her to refuse if he calls her to bed (for sexual intercourse) unless she has a sound reason for doing so. For more benefit, please refer to Fatwa 88547.
On the other hand, shaving the beard is forbidden and we clarified this with evidence in Fatwa 84474. However, we advise you to admonish your husband in a good manner in light of the evidence that we mentioned. Also, you should supplicate for him as much as possible to repent and rectify himself instead of saying such statements, as this is not a wise way to tackle this problem.
Moreover, you may seek the help of some pious people in order to advise him in this regard. May Allaah increase your zeal to do good.
Allaah Knows best.