First of all, you're not competing, not in a true poly relationship. He loves you both. You have definite qualities that she doesn't that he appreciates, whether you see it or not.
I'm concerned that he keeps telling you to stop worrying. This seems dismissive and bound to build resentment and fear. We use the word "transparent" a lot, and basically it means that we have to come out and *talk* about the things which matter to us, even if it's uncomfortable, and we have to respect our partners' needs even if we don't understand or agree with them. (Note that respect does not mean that we have to comply, but we do have to talk and come to a compromise, because we love them and want them to be happy.) I'm glad that he keeps saying that he won't go anywhere--it sounds like that's something you need to hear--but it sounds like perhaps he's replaying an old scenario he's experienced and not really seeing what's really going on right now. I think it might be easier if you figure out what will make you feel safe and happy and then approach him with what you need. Stating your needs in a calm manner helps get the message across. I think you should also state that you don't think he's hearing you. Also, be as detailed as you can. I've found that saying, "I need more time with you" is not the same and nowhere near as effective as saying, "I need more time with you where we are actually touching. What I would really like is to take about an hour or so with just the two of us, cuddled up on the couch, talking about our day. I would like to be alone with you." Be sure exactly what you need--I've had trouble in the past with asking for one thing and actually needing another. It might be helpful for you to figure out what makes you feel loved and ask for that on a daily basis. For example, I respond to touch and I distrust words, so while Easy can say "I love you" all day long, I need him to follow up with a hug or a kiss. It took me a while to figure out how to ask for that, but now I feel better. Also, if you look at your partner doing something to his girlfriend that you would like, too, why don't you just ask? It's hard, but so worth it. When I see Easy kiss our girlfriend, and it pops into my head that I would like to be kissed, too, I just say, "Me too!" and he's happy to comply. Then we're all happy.
Going backward is possible, but keep in mind that it's often referred to as "the nuclear option". That's because asking your boyfriend to give up someone he loves is like employing a nuclear bomb--lots and lots of fallout. It is not something to be asked for lightly. But, I don't think it's necessary here. Once you get used to hearing him say he loves someone else, and once you see that your needs can get met, it won't feel so threatening. You might even start to think that it's nice.
It can be ridiculously happy-making to feel surrounded by your chosen family.