How to leave home after marriage and also protect guy and his family?

I am a Marwadi girl of 26 years of age. I love a marathi guy for last 7 years. We got married as per Arya Samaj as my family was not accepting our relationship whereas boy's family are fully supporting us. We married and went back to our homes as diwali was there and we didn't wanted to have diwali wasted. Now I want to leave my home. I am having conservative family and I know they won't ever get ready for our relation. How can I proceed further and in what way? My family is behind me to get my biodata circulated and due to family presuure in every aspect I am getting mentally tortured. If I leave the house I don't know what reactions will be of my parents, they can bring police to boy's place. How can I protect the boy and his family because I can't let them happen anything. And how should I leave the house? Should I leave early morning when every1 is asleep and leave a message or letter for them or should I leave after telling them. Kindly help to come out of such confusing situation.