It's a tough call, but it sounds like the stress of not being able to completely open up to him is causing you problems. If you were able to talk to him about the TG Experience and why you feel the way you do, it might let you relax enough to get back into the right mindset.
However, with the very rigid gender roles you mentioned, I'd been concerned about if he ever finds out that your Transgendered. It sounds like that would pretty much shake up everything and could get ... ugly.
I don't think I have any good advise for you without knowing him. He sounds like he can be very sweet, but has a stern side as well. I once dated a girl with an ex husband sort of like that, but with religious fanatic toss into the mix. Their relationship wasn't healthy at all!