I think you are doing great redevil. You are doing all you can do. It's really tough to deal with a partners struggles when you are in the thick of NRE. It can be a real downer. Remember this is all new to him though. Don't forget to empathize. It will be a long time before there is comfort in knowing how this all works for him. If ever. Don't lose sight of that...
Asking him to live in the moment and trying to distract him from what is going on is like asking someone to not grieve. Like asking them to suck it up and get on with life when they have lost a love one. That isn't fair. He is grieving the loss of what he knew his relationship to be and the monogamous mindset that he was expecting and assuming from what you have. Let him. Let him and deal with it.
He is dealing with his stuff and your job is to deal with his dealing with his stuff. Everyone has something to deal with when a new relationship starts. That is just how it is. It will pass in time and all will be revealed as to where the cards will land, but for now there will be a whole lot of processing and a whole lot of communicating and getting to adjust to this new dynamic.
You are doing all you can do at this point, just remember to be patient and go at his pace as much as you can.
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