Depending on what ethical guidelines he follows (which organization's), if you and he agreed you wanted to do this, you might have to wait a while. Some guidelines require that before the second relationship begins, the therapy relationship is terminated and a period of 1 year, or 3 yrs, etc. must pass. (Depends on which set of guidelines.) Some guidelines don't have the waiting period, they just require the relationships not be simultaneous. Other guidelines allow the dual simultaneous relationship under special circumstances, including very firmly that the client not be harmed by the dual situation. But from all you have written, it does sound like this is causing harm to you--at the very least, feelings of anxiety and being overwhelmed. Plus your T should never put you in the position of having to choose which relationship you want (if it were possible to do just one at a time, but sequentially). That situation of having to choose would be very harmful to a client--painful, excruciating, etc. If your T does try to put you in the position of choosing, please don't allow it.

Yes.