He is definitely scared of something. I would suggest that he still needs some therapy, either sex or a regular therapists. There is something in him that is blocking his way, and I don't think that coming to you everytime he is scared is going to get rid of that demon for him. Is it performance anxiety? Is he intimidated by you? Is it the way he was raised? There is a roadblock in there somewhere. You are making progress to now know that it is about being scared. The question is why is he scared when he has a sure thing. Your not going to reject him. He could be one of us guys where rejection is a way of life.