hi. I have a Z visa and a residence permit, but i want to go back to my country for vacation.

My employer dont want me to leave cause he have this fear that i might not come back. he said that i have to finish my contract first. today is my 30 days vacation and i would really like to go back to my country. he said that if i need to leave he needs to inform the local police first so i can exit legally othewise the custom will deny my exit and detain me. how true is this? thanks