Your nephew is older than 18 years old so it's time. If he chooses to continue to live under your roof, it will be by your rules. If he wants his freedom, show him the front door. To this day, if I spend time at my mother's house, even a few hours, I know the rules and I obey them. If she needs help in the kitchen or has some repairs, I do those things the best I can without complaining.
It's time for you to stand your ground. Yes it will be uncomfortable for a few hours but it will greatly reduce the stress in your life one way or the other. In the long run it will be in his best interest because the way to get ahead in this world is to satisfy other people's needs. Being self centered isn't something other people want to deal with.
As for your therapist, if your unable to do this yourself, ask for help to become assertive. You should be able to ask for what you need when dealing with issues like this.