An employer is not giving a domestic worker a day off. What to do?

Dear sir/madam,

I am a nanny here in Dubai. I am working for my local employer for almost 8 months now. My employer doesn't give me a day off.

They hold my passport and didn't give me a copy of my labor contract. Sometimes they make a story, which is not true, that I took something from them. Now, what step should I make?

I want to leave and find another job. They are threatening me that if I stop working with them, they will file a case against me and will deport me, and I will pay 15k for the cost of the visa and other employment documents.

Hope someone can advise me.

Thank you!