I’m really sorry you’re in such a difficult situation. Tell me a little more about what’s going on so I can help you. Start with your ages and the length of your marriage. Also, let me know when this problem began, or how you noticed it. And did you know about the other three wives when you met him, or is this all new to you? Do you have children?
As for your questions, I’m not a lawyer, but its usually not legal to record someone without their knowledge and consent. Check with an attorney for any legal matters. As for the ethical matter — I don’t understand what you hope to find out by recording him, since you already know he’s being emotionally and psychologically abusive. What would you do with the recordings if you had them? And what do you think they’d show? I’m not sure what you mean by financially abusive — fill me in.
I guess the elephant in the room is: If he’s so awful, why not just leave? Let me know if I can help you in some way.