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Cary is absolutely right-just get out. He is nuts.
So you had a threesome-so what. I assume none of the three were forced into it and it didn't involve chidren or animals. There are way crazier things you could have, or might have done in the past. Are you supposed to regret everything forever?
What does this guy have in his past that freaks him out so much about yours? Thats why he won't go to ongoing therapy-don't you think?
The great thing you had with him before seems to be fake now--based on the truth. Move on--be happy again.