A large part of "making it work" is asking for what you want and for what you need.
I'm a little troubled that he didn't disclose his polyamory early on, but instead let you discover it for yourself.
As for insecurity, that is something you'll need to work on, and conquering it involves seeing yourself as a deserving, good person in your own right, independently of your relationships with anyone else.
As an aside, clinging to a relationship is not healthy behavior (and I ought to know!). If it's meant to end, it's meant to end. It doesn't mean you're an unworthy individual; it just means that the relationship has changed or run its course. If you can be good with that notion, then you needn't fear losing your new man (or anyone else). A big part of that is what I wrote above--seeing yourself as good and deserving in your own right, not needing anyone else, but being with someone because you want to be (confident women are sexy, btw).