Sounds like he is in the fog.:(
My cousins H did this. He screamed mid-life crisis and was so cruel to her. She tried everything for so long but finally called it quits when his "girlfriend" was sneaking up at night leaving notes on his truck.
Eventually,he woke up but it was far too late. It took too long. By the time he woke up,SHE had changed. She tried to get those feelings back and they tried letting him come back to live the life they once had. He did well and was happy to be back. But,during this phase,he had been so cruel,something in HER had changed. She didn't love him anymore and they eventually divorced. He's a broken man but she's gone on with her life. She is not dating and there is no OM. Just something in her died during this time and now,she has her own life.
You are getting counseling? That's good.? It must hurt so bad and I do feel so badly for you. Sometimes,I think people come out of their mid-life crisis, sometimes it takes a long time and some never come out of it. I know you must be in shock.
Do not let him blame you for ANYTHING,like being pressured to be married. This is HIS decision and he must take responsibility for his action,something that's not done when they are in the fog. There is nothing wrong with you.
He may never come out of it. Your counselor may be able to help him. IMO,"giving him room" will probably not work. It just gives him more time to be cruel.
Only when THEY start facing the music for what they are doing may they wake up.
My son's ex-wife tried to tell him he could do this and he couldn't do that. But he wouldn't put up with that. He moved out and withdrew all their money from the bank. (I'm not saying this is what you should do). In our state,it's no fault. That means she was responsible for all the bills. I would suggest you consult an attorney and not let him know it. You must know your rights and not let him bully you.
I don't know why people who do this think THEY can call all the shots. When my son got his attorney and knew his rights,then her nightmare began. Know your rights and do not let him bully you and tell you what to do. Also, NO MORE SEX. You keep doing that and he has the best of both worlds. It's your low self-esteem and shock doing that to you. He can NOT live in both worlds. Also,is HE seeing someone? My bet he is. You should get tested for STD's and so should he,something he probably won't do.
He can't afford to support you? Maybe he should have thought of that first.
Is he physically abusive? If so,be very careful.
But he should not have both worlds.