Ah, I remembered just this part: Let the King think only that he is not marrying me for himself, and that it is for me; and he himself will have a thousand sorrows to see two people who hate each other, and the most unhappy marriage in the world, to hear mutual complaints which will be so many reproaches to him for having erected the instrument of our yoke. As a good Christian, let him reflect if it is right to want to force people, to cause divorces, and to be the cause of all the sins that an ill-suited marriage makes us commit.

(Heinrich: Would that Fritz had remembered that part.
Fritz: I did.)

But not "a pistol shot can deliver me from my sorrows and from my life". Okay, then the Vid makers and whichever biography they have this from are excused, though I agree he's bluffing here. Also, isn't there also a later quote where he says (to Wilhelmine or someone else) he made the protests extra massive so FW would feel Fritz made a really big concession when inevitably caving on the marriage front?