What I have been noticing, even in myself, is that women tend to have more issues with emotional connections and men with the sexual connections. My suggestion: Take the whole sex issue off the table for now. It appears that you need to be free to establish the emotional connections, is the sex absolutely necessary (at least right now)?
Over the years (after I got married), I found that I would sensor myself based on how I was "supposed" to act and feel. If anyone got too close, I backed away. As soon as I realized someone might think I'm flirting, even a little bit, I would shut down. What would my husband think, what would their wife think, etc? So nothing got beyond a casual acquaintance stage and this hurt me my more than I realized. As soon as I allowed myself the freedom to just be myself and feel freely, it was like a huge burden had been lifted. This also translated into being able to freely allow my husband whatever emotional connection he needed or had, which I had been fighting for years.
I haven't even broached the issue of sex with others yet, but I'm no longer afraid to bring up issues like, "your spending too much time with her (or even an activity) and I'm feeling neglected", etc. WW needs to be comfortable in saying "TIME OUT! I'm just getting the tired, cranky FlameCat, while this other person is getting happy, giggly FlameCat". I don't think many of us are comfortable doing this without feeling like we are being insensitive or demanding.