Do I set boundaries even if he has already expressed that he doesn't want to work things out?
Absolutely you do. In fact, that's probably when they are needed the MOST.
And please stop revealing your intel to him. You're under no obligation to read those e-mails to him, and it would be better off for him to NOT know what you know, or what you don't know.
Puppy
Following your feelings helped get you to this point. That's why it feels so counter-intuitive to do the right things. Start thinking clearly, what you are doing isn't working. What we are saying works, try it and measure the results.
Cheers
M22,H45,W45 S21/18D12 Retain faith that you will prevail in the end, regardless of the difficulties and at the same time confront the most brutal facts of your current reality, whatever they might be.