NO!!!! It is most definitely not normal!! I'm sorry, but that is awful. This is not someone who LOVES you. Love isn't wanting the other person to hurt or suffer in any way, it's the opposite.
You referred to your relationship as weird, he is married and has another girlfriend, he doesn't let you have closure when you tell him it's over, he has one set of rules for you and another for himself, he ignores all your interest except for your interest in himself, this is causing you far more pain than joy, and you feel like it is a moderate level of emotional control. Plus he likes you to hurt yourself.
Ok I do not know a lot about BDSM, so forgive me if this is all part of it, and even if it is, you are clearly not comfortable with it, nor do I think you should be. What I see is a man who does not respect you, love you, or even so much as care about you. I hate saying that because it sounds so harsh, but it is very very clear. I would consider this more than moderate emotional abuse. This is very abusive! He sounds extremely controlling and dangerous.
Healthy relationships are possible, have you thought about getting some therapy to help you sort through some of this? I mean, I really really think it would be worth it for yourself.
What is it about him that you know you are in love with him? You are pretty young, and I don't say that to offend, just that when I was that age, I was married to an abusive man, and I thought I knew I loved him with all my heart. But the thing was I didn't really know what real love was or meant, since I hadn't really received much love growing up. It took me a long time to realize that it wasn't love, maybe infatuation, but not love.
I'm not saying this is you, but it does remind me of myself, big time. I think you should take your art class, do things for yourself, do things that make you feel good, and I think you should try the therapy route, if you are not already doing that. I dunno

but I wish you the best.
Open Eyes and I posted while I was typing away, but I could not agree more, this reeks of abuse! I am scared for you, just from what you have written here.