I am also on the boat of it's not the cross-dressing that is the issue here, it is his treatment of you and sexting with his friend. I get why you may be weirded out by it, he's not fitting I to the role our culture has for him and that's a big deal to a lot of people, but it's harmless except in that it seems to bring shame to him. If you could be more accepting of it, he may be less shameful for him which may help improve his mood.