Wow, sounds like there's a lot to consider. I'm sorry you're in such a painful situation. This bit confused me:
But this guy has made it clear to me, many times, he's not the sharing type...
By having a sexual relationship with you while you were engaged, hasn't he already been sharing you?
I understand that he might not want to allow himself to develop feelings for you because he sees you as "taken", but honestly, you never know until you ask. Yes, you might be hurt by his response, and yes, you might have to face ending a sexual relationship with him, but would you really want to continue one anyway if you're this torn up about it/him?
Though I understand the timing of him just getting out a relationship isn't good, I can't suggest strongly enough that you bring this up BEFORE he moves in. Waiting until after isn't going to help anyone and could potentially make the situation worse and even more painful.
I would try to think of it this way: Doesn't he deserve to know how you feel? If you want to ask him to consider possibilities, don't you have to let him know about the possibilities that exist? How can he make any sort of informed choice or decision if he doesn't have all the facts?