I am probably in the minority, and because I am not therapist or marriage counselor my opinion counts for NOTHING. With that disclaimer, if you choose to continue reading ... well I can't stop ya...
In my opinion, you are husband and wife and should communicate about anything and everything that may be affecting your relationship. Good or bad. But for the closeted spouse (as I once was), this is a very scary issue because of the very intense fear of losing everything ... spouse, kids, family, friends, job, etc. It sounds like you also have a fear of losing him and the life you built together.
If he is having gender issues and you are willing to be supportive of him, then you starting the conversation with that affirmation might be the best thing that could ever happen for him, you and your relationship. Once i realized my wife was not packing my bags and making me a reservation at the Holiday Inn, I quickly became a happier and better person,which in turn made her happier and our relationship has gotten better in all respects.
If he is experiencing some gender confusion issues, be prepared that even he may not be fully understanding of those issues at first. I thought at first I would be satisfied expressing my true gender around the house in private, but that just became the first step to me really understanding the depth of what I was repressing.
Not sure if you actually wasted your time reading this whole message, but if your still around, I wish you and and your husband the absolute best. I always root for a good love story and couples staying together. But please keep going to your counselor and getting real advice.