You need to sit down with him and talk about these things. Ask him to help you understand what it is and what it means to him. Wearing women's underwear doesn't make him gay, since people can cross-dress and that might be as far as they go and might not have anything to do with their preference for partners. But it sounds like he's into some other stuff too, and it concerns me that he seems to be hiding that from you. But that might just be how I read it. If he will be honest and tell you about his lifestyle and what it means to him, then you two can decide what each of you can live with and what you can't, and work out whether or not you can make this work.