He acts like everything is normal between us. He wants to have sex with me every few days. Tells me he loves me but then he's with someone else.

You can't let him do this. He's a child, you two are his toys and he wants to play with all of his toys. Stand up for yourself and tell him he's not welcome and will never be welcome! You can do better than that!

So ? He wants to date both of you, and have sex with both of you,

So it is your choice do you want a open relationship or not.