I think I’d not wait for later but rather address everything up front. Like if he made vulgar joke, I’d say right away “honey I love when we joke and play around but I really don’t like vulgar jokes. Let’s joke but keep it clean please. What do you think? Could you take that joke back or maybe rephrase.”

I’d not let it brew in my head. Just speak up. It doesn’t need to be a buzz kill as it doesn’t need to be an argument. Just polite and calm awareness right on the spot.

Most people could curb their behaviors within reasons. If they try. Hopefully he can too.

As about break ups, I’d not stay with someone because I am afraid of a break up. If you are happy with him then no need to worry about breaking up. I am a little confused on you feeling shy and nervous with him. Hhmm Do you feel like relationship is progressing and you are getting closer? Maybe it’s just a matter of tweaking some behaviors.