The culture thing does play a huge part in this. Is he insistent on kids being brought up to be orthodox? If so, that's one major barrier to a happy relationship if you feel that strongly that you don't want your kids brought up that way.
He says you will lose big if you lose him - is that his ego talking? Does he give little respect to women? You say you feel you are giving more (while he seems to be giving less) and you are losing your 'self'. That's not a good way to be, and I know what it feels like. That's the way things were with my ex-husband. You have to ask yourself what you want from a relationship and how you see your future. BE TRUE TO YOURSELF!
Ultimately, ask yourself this - are you happy in your relationship with him? If the answer is no, then it's really not worth pursuing. If the answer is yes and you think the relationship could head towards marriage, then you and he really need to sit down, talk and work out what your future will be like (something you are BOTH happy with) otherwise it just won't work. Go into everything: whether you have a chance to have a career or are expected to stay home with the kids, how they will be brought up, religious practices, how finances will be handled and by whom - absolutely everything you can think of which could be a possible cause of conflict. If you can agree on fundamental elements then your relationship has a much higher chance of succeeding.
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