Yeah, it seems like you should work on your anxiety. But DON'T feel like you owe it to him - if he can't respect that you have issues you need to work out, he's not worth it. But he seems like a great and patient guy this far.

It also seems like you put too much pressure on yourself. That makes it hard to orgasm. When you get so focused on "having" to do it you stop enjoying it. If it doesn't feel natural, or you don't want it, don't do it.

BTW, I have always masturbated on my stomach - didn't know only a minority of women did this. I can masturbate on my back aswell but I have never gotten an orgasm that way by myself. Need the grinding/whatever on a duvet or pillow.