What more can I do for the guy?

You just need to confront him. Sit him down and say we need to talk. Tell him exactly how you feel and what's bugging you about the relationship. Say that his insecurities make you feel bad, and you're not going anywhere, so could he please accept that or the relationship is never going to work. Tell him he needs to work on these issues or it's going to go downhill and you don't want to lose something that could be really great. Good luck :)